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
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: