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

Question

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

The Portfolio Expected Return of Two Investments