Question: QUESTION 2 Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is,

QUESTION 2 Let three stocks A, B, and C. The correlation

QUESTION 2 Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is, PA,B = 1. As a result 2.PB.C=PA.C O b.PB.c>0 o C.PB,C

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