In order to diversify risk, investors are often encouraged to invest in assets whose returns have either

Question:

In order to diversify risk, investors are often encouraged to invest in assets whose returns have either a negative relationship or no relationship. The accompanying table shows a portion of the annual return data (in %) on two assets. Construct a scatterplot of Return B against Return A. In order to diversify risk, would the investor be wise to include both of these assets in her portfolio? Explain.