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Assets - perfectly negatively correlated

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Combining two assets having perfectly negatively correlated returns will result in the creation of a portfolio with an overall risk that

A. increases to a level above that of either asset

B. decreases to a level below that of either asset

C. stabilizes to a level between the asset with the higher risk and the asset with the lower risk.

D. remains unchanged

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Assets - perfectly negatively correlated

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B. decreases to a level below that of either asset

Perfectly negatively ...

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