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Which of the following statements regarding risk is/are correct? I. A portfolio of two negatively correlated assets has less risk than either of the individual
Which of the following statements regarding risk is/are correct?
I. A portfolio of two negatively correlated assets has less risk than either of the individual assets and risk could be further reduced to 0 or below.
II. There is no case where creating a portfolio of assets will result in greater risk than that of the riskiest asset included in the portfolio.
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