If the returns on two assets are perfectly positively correlated, adding the second asset
to your portfolio when you already own the first
(a) reduces the risk in the portfolio.
(b) increases the risk in the portfolio.
(c) has no effect on the risk in the portfolio.
(d) reduces the risk in the portfolio only if you are risk averse.
Answer:
In the early 1980s, when a recession raised concern about corporations’ ability to repay
debt there was a dramatic increase in
(a) the yield on medium-quality corporate bonds relative to the yield on long-term
Treasury securities.
(b) the yield on long-term Treasury securities relative to the yield on medium-quality
corporate bonds.
(c) the yield on 6-month T-Bills relative to the yield on long-term Treasury securities.
(d) the yield on interest-earning checking deposits in commercial banks relative to the
yield on
6-month T-Bills.
Answer: