Question: If the correlation coefficient between Coca-Cola and Pepsi is 0.8, between Coca-Cola and Microsoft is -0.7, between Pepsi and Microsoft is 0.3, and Yusef wants

If the correlation coefficient between Coca-Cola and Pepsi is 0.8, between

If the correlation coefficient between Coca-Cola and Pepsi is 0.8, between Coca-Cola and Microsoft is -0.7, between Pepsi and Microsoft is 0.3, and Yusef wants to build a portfolio consisting of two financial securities, the best choice that reduces total risk is The Coca-Cola Company and Pepsi The Coca-Cola Company and Microsoft PepsiCo and Microsoft All of the above is incorrect

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