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From Figure 2 we see that there are many combinations of diversifier weight and correlation that will produce the same reduction mulberry outlet online in extreme risk. With a correlation between the 70/30 stock bond portfolio and the diversifier return of 0.6 for example, we would have to allocate 40% to the diversifier to obtain a 50% reduction in extreme risk. When the correlation were only 0.42, however, a 20% allocation would suffice..yi03.16

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