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For a pair of correlated assets, the achievable portfolio standard deviation will be the lowest...

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For a pair of correlated assets, the achievable portfolio standard deviation will be the lowest when the correlation ρ is:

A.

ρ = 1

B.

ρ = 0.33

C.

ρ = -0.33

D.

ρ = 0

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For a portfolio of equally weighted uncorrelated assets, which of the following is FALSE:
An asset has a volatility of 10% per year.
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