-1 when appropriate weights are chosen for the two assets
B.
0 when appropriate weights are chosen for the 2 assets, with both weights being positive
C.
0 when appropriate weights are chosen for the 2 assets, with one weight being negative and the other positive
D.
always greater than 0, regardless of the chosen weights for the 2 assets
E.
cannot answer without knowing the assets' betas
Sample Solution