Question: Even if the correlation between the returns on two securities is + 1 . 0 , if the securities are combined in the correct proportions,

Even if the correlation between the returns on two securities is +1.0, if the securities are combined in the correct proportions, the resultin 2 asset portfolio will have less risk than either security held alone.
a. True
b. False
Even if the correlation between the returns on two securities is

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