Question: To construct a large, low - risk portfolio, select stocks that are highly correlated with the risk - free asset. with a low standard deviation

To construct a large, low-risk portfolio, select stocks
that are highly correlated with the risk-free asset.
with a low standard deviation of returns.
with high PE ratios.
with a low average covariance with each other.
none of the available
To construct a large, low-risk portfolio, select stocks that are highly

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