Question: In a two - stock portfolio, if the correlation coefficient between two stocks were to decrease over time, everything else remaining constant, the portfolio's risk
In a twostock portfolio, if the correlation coefficient between two stocks were to decrease over time, everything else remaining constant, the portfolio's risk would
Question Answer
a
Fluctuate positively and negatively.
b
Be a negative value.
c
Remain constant.
d
Decrease.
e
Increase.
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