Question: A completely diversified portfoolio will have a correlation with the market portfolio that is which of the following? a. less than one because it carries

A completely diversified portfoolio will have a correlation with the market portfolio that is which of the following?

a. less than one because it carries only diversifiable risk

b. less than one because it carries only market risk

c. equal to one because it carries only diversifiable risk

d. equal to one because it carriesonly market risk

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