For a Security to Help Diversify a Portfolio, the Asset​

Multiple Choice

For a security to help diversify a portfolio, the asset​

A) ​must generate a greater return than the average return on the portfolio
B) should not be sensitive to changes in security prices​
C) ​should have a return that is negatively correlated with the return on other securities in the portfolio
D) ​must be a debt instrument if the portfolio consists primarily of stocks