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In the CAPM, an asset that is part of a portfolio increases or decreases the variance of that portfolio by an amount that is equal
In the CAPM, an asset that is part of a portfolio increases or decreases the variance of that portfolio by an amount that is equal to...
Question 2 options:
| The variance of the asset plus the variance of the portfolio |
| The variance of the asset |
| The variance of the asset plus the covariance of the asset with the portfolio |
| The covariance of the asset with the portfolio |
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