Question
As you randomly add stocks to a portfolio the expected return on the portfolio will tend to decline the sigma of the portfolio will tend
As you randomly add stocks to a portfolio
| the expected return on the portfolio will tend to decline | ||
| the sigma of the portfolio will tend to decline but the beta will tend to increase | ||
| the beta of the portfolio will tend to decline | ||
| the sigma of the portfolio will tend to decline | ||
| the beta of the portfolio will tend to decline but the expected return will tend to increase |
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Finance Capital Markets Financial Management And Investment Management
Authors: Frank J. Fabozzi, Pamela Peterson Drake
1st Edition
0470407352, 978-0470407356
