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You would like to add a new asset to an existing portfolio and are considering the following assets (Table below). Which of the listed assets

You would like to add a new asset to an existing portfolio and are considering the following assets (Table below). Which of the listed assets would provide the greatest benefit to your portfolio in terms of unsystematic risk reduction?

Asset A Asset B Asset C Asset D
Expected Return 18% 15% 14% 28%
Standard Deviation 25% 14% 10% 18%
R 0.9 0 -0.50 .25

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