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.increases

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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