Question: 24. The correlation between assets in a two-asset portfolio increases during a market decline. If there is no change in the proportion of each asset

24. The correlation between assets in a two-asset portfolio increases during a market decline. If there is no change in the proportion of each asset held in the portfolio or the expected standard deviation of the individual assets, the volatility of the portfolio is most likely to:

A. increase.

B. decrease.

C. remain the same.

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