Question 4 Which one of the following statements about correlation coefficient is correct? O Correlation...

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Question 4 Which one of the following statements about correlation coefficient is correct? O Correlation coefficient cannot be negative O If the correlation coefficient between the returns of two assets is less than 1, then we can achieve the benefit of diversification. O A correlation coefficient of O indicates that the returns on the two assets are related. A correlation coefficient of 1 indicates perfect negative correlation

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