Multiple Choice
A two-asset portfolio with a standard deviation of zero can be formed when
A) the assets have a correlation coefficient less than zero.
B) the assets have a correlation coefficient equal to zero.
C) the assets have a correlation coefficient greater than zero.
D) the assets have a correlation coefficient equal to one.
E) the assets have a correlation coefficient equal to negative one.
Correct Answer:
Verified
Correct Answer:
Verified
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