Question
In a two asset portfolio, if the corrleation between the assets is less than one then ______ a.) portfolio sd equals weighted average risk b.)
In a two asset portfolio, if the corrleation between the assets is less than one then ______
a.) portfolio sd equals weighted average risk
b.) portfolio sd is less than weighted average risk
c) expected return is weighted average of the component risk
d.) portfolio sd is greater than weighted average risk
e.) both b and c
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Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
