Question: If the correlation coefficient is -1 A. You can completely eliminate risk by short selling the riskier asset and investing the proceeds in the less
If the correlation coefficient is -1
| A. | You can completely eliminate risk by short selling the riskier asset and investing the proceeds in the less risk one | |
| B. | You can completely eliminate risk by investing positive amounts in each security | |
| C. | You cannot completely eliminate the risk |
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