Question: Two assets have a correlation coefficient of - 1.0. If you combine these two assets in a portfolio A. the benefits of diversification are minimal

Two assets have a correlation coefficient of - 1.0. If you combine these two assets in a portfolio A. the benefits of diversification are minimal B. all combinations of the two assets will result in portfolios that are completely free of risk OC. there will be some combination of the two assets that produces a portfolio with no risk at all OD. the portfolio return will be 0% because the returns on one assets exactly offset the returns on the other asset ut U n 5 til 5 di vid SE

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