Question: Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is, A,B =

Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is, A,B = 1. As a result

a.

B,C < 0

b.

cannot tell

 c.

B,C > 0

 d.

B,C = A,C

 e.

B,C = A,B

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