Question: Item 3 2 1 0 points ItemSkipped Item 3 2 For a two - stock portfolio, the maximum reduction in risk occurs when the correlation

Item32
10points
ItemSkipped
Item 32
For a two-stock portfolio, the maximum reduction in risk occurs when the correlation coefficient between the two stocks equals:
Multiple Choice
+1.0.
0.5.
1.0.
0.0.

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