Re: CAPM_diversification(positively correlated stock)
Posted by
Granpa Simpson on
Jun 19, 2014; 5:15pm
URL: http://discussion-forum.276.s1.nabble.com/CAPM-diversification-positively-correlated-stock-tp7593095p7593104.html
actually two extreme cases in CAPM are correlation=1 and correlation=-1 which deal with the cases of perfect diversification and non diversification...you can refer to Financial Management by I.M Pandey for further reference.
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