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A portfolio currently holds Randy Co. and the portfolio manager is thinking of adding either XYZ Co. or Branton Co. to the portfolio. All three stocks offer the same expected return and total risk. The covariance of returns between Randy Co. and XYZ is +0.5 and the covariance between Randy Co. and Branton Co. is -0.5. The portfolio's risk would decrease: A. more if she bought XYZ Co. B. if she bought XYZ Co. but increase if she bought Branton Co. C. most if she put half your money in XYZ Co. and half in Branton Co. D. more if she bought Branton Co. |