Question: ered 10.50 tion Time left 1:06:36 As the correlation coefficient between two securities changes in a portfolio: a. Only risk changes O b. The

ered 10.50 tion Time left 1:06:36 As the correlation coefficient between two

ered 10.50 tion Time left 1:06:36 As the correlation coefficient between two securities changes in a portfolio: a. Only risk changes O b. The covariance remains unchanged O c. Only return changes d. Both expected return and risk change e. Neither expected return nor risk changes 13 19 25

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