Question: Suppose there are two commodities A and B with strongly negatively correlated daily returns, such as a stock and gold. Is it possible to find

Suppose there are two commodities A and B with strongly negatively correlated daily returns, such as a stock and gold. Is it possible to find another commodity with daily returns that are strongly negatively correlated with both A and B?

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This is very likely to be impossible We are told that A and B vary inversely with one another Suppo... View full answer

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