The sum of an assets systematic variance and its nonsystematic variance of returns is equal to the

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The sum of an asset’s systematic variance and its nonsystematic variance of returns is equal to the asset’s:

A. Beta.

B. Total risk.

C. Total variance.

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Investments Principles Of Portfolio And Equity Analysis

ISBN: 9780470915806

1st Edition

Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard

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Question Posted: Mar 22, 2024 12:01 AM

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The sum of an assets systematic variance and its nonsystematic variance of returns is equal to the

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C is correct The sum of systematic variance ...View the full answer

Investments Principles Of Portfolio And Equity Analysis

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