Question: When would a portfolio's variance be equal to the weighted average of the variances of the assets in the portfolio? A. Only when the portfolio's

When would a portfolio's variance be equal to the weighted average

When would a portfolio's variance be equal to the weighted average of the variances of the assets in the portfolio? A. Only when the portfolio's asset's returns are perfectly positively correlated. B. Only when each asset is given equal weight in the portfolio. C. Only when the portfolio is very well diversified. D. Only when markets are strong-form efficient. E. Never-the portfolio variance is always less than the weighted average of variances of the assets within the portfolio

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