Question: Security A and Security B have a correlation coefficient of 0. If Security As return is expected to increase by 10 percent, Select one: a.

Security A and Security B have a correlation coefficient of 0. If Security As return is expected to increase by 10 percent, Select one: a. Security Bs return should also increase by 10 percent. b. Security Bs return should be zero. c. Security Bs return should decrease by 10 percent. d. Security Bs return is impossible to determine from the above information.

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