Question: Combining two assets having perfectly positively correlated returns will result in the creation of a portfolio with an overall risk that ________. A. increases to

Combining two assets having perfectly positively correlated returns will result in the creation of a portfolio with an overall risk that ________.

A. increases to a level above that of either asset

B. lies between the asset with the higher risk and the asset with the lower risk

C. remains unchanged

D. decreases to a level below that of either asset

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