Suppose that you are buying one asset and shoring another asset. The standard deviation of your portfolio
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Question:
Suppose that you are buying one asset and shoring another asset. The standard deviation of your portfolio will be minimized if the two assets are,
1. positively correlated with each other.
2. negatively correlated with each other.
3. There is too little information to decide.
4. uncorrelated with each other.
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