Question: If there is no diversification benefit derived from combining two risky stocks into one portfolio, then the Multiple Choice portfolio is equally weighted between the

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

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