Even if the correlation between the returns on two securities is 1.0, if the securities are combined in the correct proportions, the resulting 2-asset portfolio will have less risk than either security held alone. a. True b. False
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Home » Mathematics » Even if the correlation between the returns on two securities is 1.0, if the securities are combined in the correct proportions, the resulting 2-asset portfolio will have less risk than either security held alone. a. True b. False