Question
Choose a false statement and give explanation. Optimal risky portfolio is the best combination of variance minimizing risky asset portfolio with risk free asset. Optimal
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Choose a false statement and give explanation.
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Optimal risky portfolio is the best combination of variance minimizing risky asset
portfolio with risk free asset.
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Optimal weight can exceed 1.
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Non-diversifiable risk is common risk factor to whole economy
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Optimal risky portfolio risk depends on covariance between returns of 2 risky assets.
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Financial Reporting And Statement Analysis A Strategic Perspective
Authors: Clyde P. Stickney, Paul Brown
4th Edition
0030238110, 978-0030238116
