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2.9) Which statements regading risk measurement are ture? A The covariance is the square root of the variance B Variance has no interpretable scale. The

2.9) Which statements regading risk measurement are ture? A The covariance is the square root of the variance B Variance has no interpretable scale. The square root of the variance (i.e. standard deviation) is in the same scale as the original time series C Risks are additive across multiple investments but returns are not D The internal rate of return is a measure of risk E Historically derived risk measures assume a that history is a good predictor of the future. This applies only in a purely probabilistic world.

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