Question: can someone solve and explain why C is the answer ? A portfolio manager creates the following portfolio: 27. If the standard deviation of the

can someone solve and explain why C is the answer ?

A portfolio manager creates the following portfolio: 27. If the standard deviation of the portfolio is 14.40%, the correlation between the two securities is equal to: A. -1.0 . B. 0.0 . c. 1.0

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