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Which of the following statements regarding the construction of risk parity portfolios is incorrect? Group of answer choices The marginal contribution to risk (MCR) is

Which of the following statements regarding the construction of risk parity portfolios is incorrect? Group of answer choices

The marginal contribution to risk (MCR) is positively correlated with the weight of the asset in the base (or the initial) portfolio.

To create a portfolios that allocates risk equally across each asset, portfolio value must be allocated equally across each investment

Assets that are negatively correlated with the base (or initial portfolio) will generate negative weights.

The marginal contribution to risk (MCR) is positively correlated with the beta of the asset.

Risk parity allocates risk equally across each asset

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Ps i can search for two answer with this question in chegg, what the fk is going on

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