The portfolio expected return of two investments
A)will be higher when the covariance is zero.
B)will be higher when the covariance is negative.
C)will be higher when the covariance is positive.
D)does not depend on the covariance.

Name: The portfolio expected return of two investments A)will be higher when the covariance is zero. B)will be higher when the covariance is negative. C)will be higher when the covariance is positive. D)does not depend on the covariance.
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Question

Quizplus · Accepted Answer

The Answer is D

The Portfolio Expected Return of Two Investments