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In which case portfolio risk is simply a squared weighted average of the risks of the two assets in the portfolio? When the weight of one ohthe assets is negative

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In which case portfolio risk is simply a squared weighted average of the risks of the two assets in the portfolio? When the weight of one ohthe assets is negative. When the two assets are independent O When there is a perfect negative correlation between the assets. O When the assets are equal-weighted. O Di?er: