Question: What can be concluded when the correlation coefficient of two companies = -0.95? a. The expected returns of the two companies are exactly opposite of

What can be concluded when the correlation coefficient of two companies = -0.95?

a.

The expected returns of the two companies are exactly opposite of each other
b.

The variances of the two companies are approximately equal to each other
c.

The state dependent returns of the two companies are approximately equal
d.

The covariance between the returns of the two companies is less than zero
e.

The two companies are in similar or the exact same industries

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