Question: In order to benefit from diversification, the returns on assets in a portfolio must: a. Not be perfectly positively correlated b. Have the same idiosyncratic

In order to benefit from diversification, the

In order to benefit from diversification, the returns on assets in a portfolio must: a. Not be perfectly positively correlated b. Have the same idiosyncratic risks C. Be perfectly positively correlated d. Be perfectly negatively correlated

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