Question: 16. Chapter MC, Section .08, Problem 29 For a security to help diversify a portfolio, the asset a. should have a return that is negatively

16. Chapter MC, Section .08, Problem 29 For a security to help diversify a portfolio, the asset a. should have a return that is negatively correlated with the return on other securities in the portfolio. b. must generate a greater return than the average return on the portfolio. c. should not be sensitive to changes in security prices. d. must be a debt instrument if the portfolio consists primarily of stocks
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