Question: In general, when the correlation coefficient between the returns on two securities is __________, the risk of the portfolio is __________ the weighted average of

In general, when the correlation coefficient between the returns on two securities is __________, the risk of the portfolio is __________ the weighted average of the total risk of the two individual securities.

A) Less than +1.0; greater than

B) None of the choices are correct

C) Equal to +1.0; equal to

D) Greater than -1.0; less than

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