Question: Security A and B have a correlation coefficient of -0.25. If Security A's return is expected to increase by 4%, Security B's return is expected

Security A and B have a correlation coefficient of -0.25. If Security A's return is expected to increase by 4%, Security B's return is expected to increase by 4% security Bs return

should decrease by 1%
should increase by 1%
should decrease by 4%
should increase by 4%

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