Question: If there is no diversification benefit derived from combining two risky stocks into one portfolio, then the O A. returns on the two stocks must

 If there is no diversification benefit derived from combining two risky

If there is no diversification benefit derived from combining two risky stocks into one portfolio, then the O A. returns on the two stocks must move perfectly in sync with one another. O B. returns on the two stocks must move perfectly opposite of one another. OC. stocks must have a zero correlation. O D. portfolio is equally weighted between the two stocks. O E. two stocks are completely unrelated to one another

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