Performance and Risk: Types of Risk Which of the following is TRUE? O I care about how your portfolio performs versus its benchmark, you spend a lot of time focusing on standard deviation of each asset in the portfolio and NOT ON how these assets correlate with the benchmark and each other and NOT ON the standard deviations of the assets of the benchmark e If you want a portfolio with LESS risk than the market, you'd prefer a portfolio with a beta of GREATER than 10 over a portfolio with a beta of LESS than 10 o If you care about how much return you have per unit of total risk ivolatility), you likely care much about ACTIVE SHARE If you care about how your portfolio performs versus a benchmark, you may focus much on your portfolio's TRACKING ERROR If your portlofia's sector weights and other characteristics vary SIGNIFICANTLY from the benchmark's, you'd likely expect your portfolio to have a LOW trackinsetro if you do NOT care about losing money you probably focus much on VALUE AT RISK