Question: It is possible to combine two securities to create a risk-free portfolio if the correlation between their returns is (a) +1 (b) 0 (c) +1

It is possible to combine two securities to create a risk-free portfolio if the correlation between their returns is

(a) +1

(b) 0 (c) +1 or -1

(d) +1, 0, or -1

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