Question: A portfolio manager is considering adding another security to his portfolio. The correlations of the five alternatives available are listed below. Which security would enable

A portfolio manager is considering adding another security to his portfolio. The correlations of the five alternatives available are listed below. Which security would enable the highest level of risk diversification? Select one: a. - 0.25 b. 1.0 c. 0.0 d. - 0.75 e. 0.25

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