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IMA CMA Part 2: Strategic Financial Management Exam CMA-Strategic-Financial-Management Question # 17 Topic 2 Discussion

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IMA CMA Part 2: Strategic Financial Management Exam CMA-Strategic-Financial-Management Question # 17 Topic 2 Discussion

CMA-Strategic-Financial-Management Exam Topic 2 Question 17 Discussion:
Question #: 17
Topic #: 2

It is possible to eliminate risk in a two-stock portfolio of common stocks if
A.

there perfect positive correlation between the stocks

B.

there is perfect negative correlation between the stocks

C.

there is no correlation between the stocks.

D.

the two stocks have equal positive beta coefficients

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Actual exam question for IMA CMA-Strategic-Financial-Management exam by Tess78002 at Aug 4, 2025, 12:09:01 AM

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