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which statements are correct? Statement 1: If you can find two risky securities with a correlation of -1, theoretically you can construct a risk-free portfolio

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Statement 1: If you can find two risky securities with a correlation of -1, theoretically you can construct a risk-free portfolio using the two securities. Statement 2: Stocks A and B have returns that are independent of one another. (i.e., correlation coefficient p = zero.) There is no diversification benefit that can be achieved by combining A and B in a portfolio

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