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Which of the following securities could NOT have any benefits for diversificatio

ID: 2736697 • Letter: W

Question

Which of the following securities could NOT have any benefits for diversification with your investment portfolio?

Treasury bills with a correlation coefficient of 0.0 with your portfolio

Alpha Company stock that has a correlation coefficient of -0.25 with your portfolio

Beta Company stock that has a correlation coefficient of 0.50 with your portfolio

All of these choices would reduce risk for your portfolio and therefore show at least some benefit to diversification.

A.

Treasury bills with a correlation coefficient of 0.0 with your portfolio

B.

Alpha Company stock that has a correlation coefficient of -0.25 with your portfolio

C.

Beta Company stock that has a correlation coefficient of 0.50 with your portfolio

D.

All of these choices would reduce risk for your portfolio and therefore show at least some benefit to diversification.

Explanation / Answer

Beta Company stock that has a correlation coefficient of 0.50 with your portfolio

When correlation is positive then there would be increase in the diversfication

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