Question: d. You are given the following correlations between property types. If you were asked to build a portfolio with two assets of these types, from

d. You are given the following correlations

d. You are given the following correlations between property types. If you were asked to build a portfolio with two assets of these types, from which types would you choose your assets and why? Apartments Houses Retail Offices Industrial Hotels Apartments 1 Houses Retail 0.89 0.87 Offices 0.75 0.82 Industrial 0.88 0.85 0.93 0.87 1 Hotels 0.86 0.79 0.72 0.89 0.41 0.98 1 1 0.78 1 1

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