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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