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An investor holds a portfolio of two stocks, ABC Inc., and XYZ Corp., and is considering adding the stock of New Company to her portfolio. For diversification purposes, the most important factor for h

A、New Companys expected return relative to the returns of ABC and XYZ.

B、The average covariance of New Companys returns with the returns of ABC and XYZ.

C、The total variance of New Companys returns relative to the variance of returns for ABC and XYZ.

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