Question: A) decrease B) remain the same C) increase The correlation between assets in a two-asset portfolio increases during a market decline. If there is no

A) decrease B) remain the same C) increase The correlation between

A) decrease

B) remain the same

C) increase

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

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