Diversification among assets improves the opportunities faced by all risk-averse investors
a. irrespective of the correlation coefficients
b. only if correlations are not larger than 0
c. only if the assets have similar variances
d. for assets with relatively large variances
e. none of the above

Answer rating: 100% (QA)

c only if the assets have similar variances When you diversify your investments you reduce the amoun... View the full answer