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    Exam 11: Diversification and Risky Asset Allocation
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    Which One of the Following Correlation Coefficients Can Provide the Greatest
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Which One of the Following Correlation Coefficients Can Provide the Greatest

Question 77

Question 77

Multiple Choice

Which one of the following correlation coefficients can provide the greatest diversification benefit?


A) −1.0
B) −.5
C) 0
D) .5
E) 1.0

Correct Answer:

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