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Jill Matton, CFA, has been asked to invest $100,000, choosing one or more of the following three stocks. All stocks have the same expected return and standard deviation. The correlation matrix for the three stocks is given below:
Which of the three stocks, X, Y, and Z, should be included in the portfolio? A. X, Y, and Z. B. Any investment in the three stocks will result in the exact same expected return and risk. C. X and Y only. | ||||||||||||||||||||