In a two asset portfolio, if the corrleation between the assets is less than one then ______

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a.) portfolio sd equals weighted average risk

b.) portfolio sd is less than weighted average risk

c) expected return is weighted average of the component risk

d.) portfolio sd is greater than weighted average risk

e.) both b and c

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Posted Date: Feb 06, 2024 12:34 AM

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In a two asset portfolio, if the corrleation between the assets is less than one then ______

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Investments Analysis and Management

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