A Two-Asset Portfolio with a Standard Deviation of Zero Can

question 14

Multiple Choice

A two-asset portfolio with a standard deviation of zero can be formed when

• A) the assets have a correlation coefficient less than zero.
• B) the assets have a correlation coefficient equal to zero.
• C) the assets have a correlation coefficient greater than zero.
• D) the assets have a correlation coefficient equal to one.
• E) the assets have a correlation coefficient equal to negative one.

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