The covariance between the returns on two assets is negative. This occurs when Group of answer choices
the standard deviation of one asset has a positive linear relationship with the standard deviation of the other
asset the variance of one asset has a negative linear relationship with the variance of the other asset on average,
the return on one asset increases while the return on the other asset decreases on average,
the return on one asset decreases while the return on the other asset also decreases
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