With respect to capital market theory, which of the following asset characteristics is least likely to impact

Question:

With respect to capital market theory, which of the following asset characteristics is least likely to impact the variance of an investor’s equally weighted portfolio?

A. Return on the asset.

B. Standard deviation of the asset.

C. Covariances of the asset with the other assets in the portfolio.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

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

Question Posted: