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1.The trading strategy that Richard Dennis taught the Turtles was one in which trades are made based solely on the basis of the difference between

1.The trading strategy that Richard Dennis taught the Turtles was one in which trades are made based solely on the basis of the difference between (i) a short-term average of historical prices and (ii) a long-term average of historical prices. Which of the forms of the EMH does this trading need to be false?

a. The semi-strong form.

b. The weak form.

c. The strong form.

d. None of the choices given is correct

2.The efficient frontier:

a. Connects the optimal portfolio with the risk-free rate.

b. Separates infeasible portfolios from feasible portfolios.

c. None of the choices given is correct.

d. Is independent of the covariance structure of the portfolio.

3, Please select the best answer

In the mean-variance portfolio framework:

  • the expected return of the portfolio is (Dependent on/Independent to] the [Price/Return] covariance of the components of the portfolio.
  • The risk (standard deviation) of the portfolio is (Dependent on /Independent to] the [Price/Return] correlation of the components of the portfolio.

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