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    Analysis of Investments
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    Exam 8: An Introduction to Asset Pricing Models
  5. Question
    Theoretically,the Correlation Coefficient Between a Completely Diversified Portfolio and the Market
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Theoretically,the Correlation Coefficient Between a Completely Diversified Portfolio and the Market

Question 75

Question 75

Multiple Choice

Theoretically,the correlation coefficient between a completely diversified portfolio and the market portfolio should be


A) -1.0.
B) +1.0.
C) 0.0.
D) -0.5.
E) +0.5.

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