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Which of the following statements regarding the focus of a liability-mimicking versus an asset-only portfolio of pension plans is CORRECT? The liability-mimicking portfolio will have a: A. low correlation with the liabilities and the asset-only approach will focus on investments with a low correlation to assets. B. high correlation with the liabilities and the asset-only approach will focus on investments with a high correlation to assets. C. high correlation with the liabilities and the asset-only approach will focus on investments with a low correlation to assets. |