Classical Portfolio Construction 233
FIGURE 7.1 A portfolio of two positively correlated market systems—a poor
choice
FIGURE 7.2 A portfolio of two negatively correlated market systems—a good
choice
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Classical Portfolio Construction 233
FIGURE 7.1 A portfolio of two positively correlated market systems—a poor
choice
FIGURE 7.2 A portfolio of two negatively correlated market systems—a good
choice