Question: QUESTION 4 The correlation between asset A and asset B is 0. Which of the following statements is true? There is no diversification benefit in

QUESTION 4 The correlation between asset A and asset B is 0. Which of the following statements is true? There is no diversification benefit in combining the two assets in a portfolio. There are diversification benefits in combining the two assets in a portfolio. O All risk averse investors will want to invest in A only. O All risk averse investors will want to invest in B only

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