Question
1. The higher the correlation coefficient among the assets in a portfolio, the lower the portfolio variance; the lower the risk. True/ False 2. Efficient
1. The higher the correlation coefficient among the assets in a portfolio, the lower the portfolio variance; the lower the risk.
True/ False
2. Efficient markets are a result of investors trading on the unexpected portion of announcements
True/ False
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett, Otgo Erhemjamts
10th Edition
1260013820, 978-1260013825
