Question: If you include two assets in a portfolio whose returns are perfectly negatively correlated, that portfolio will have an overall risk that Select one: a.

If you include two assets in a portfolio whose returns are perfectly negatively correlated, that portfolio will have an overall risk that
Select one:
a. increases to a level above that of either asset.
b. decreases to a level below that of either asset.
c. stabilizes to a level between the asset with the higher risk and the asset with the lower risk.
d. remains unchanged.

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