Question
18 Which of the following statements is most correct? The variance of a portfolio is a weighted average of asset variances. The benefits of diversification
18
Which of the following statements is most correct?
| The variance of a portfolio is a weighted average of asset variances. | ||
| The benefits of diversification are greatest when asset returns have zero correlations. | ||
| The market portfolio truly eliminates all unsystematic risk. | ||
| Beta is the measure of an assets unsystematic risk. |
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AQA AS Accounting Unit 1 Introduction To Financial Accounting
Authors: Brendan Casey
1st Edition
1499789653, 978-1499789652
