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If you have two securities with different returns but same variances, what is the likely outcome for the portfolio of these two securities (based on
- If you have two securities with different returns but same variances, what is the likely outcome for the portfolio of these two securities (based on Markowitz portfolio construction)?
- Portfolio Return will be higher than the return of either security
- Portfolio Risk will be higher than the risk of the two securities
- Portfolio Risk will be the same as the two securities risk
- Portfolio Risk will be lower than the risk of the two securities
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Options Trading For Beginners How To Generate Predictable Income And Make A Living Without Taking Big Risks Even If You Re A Complete Beginner
Authors: Greg Middleton
1st Edition
979-8866955046
