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Portfolio risk is: (Select the best answer below.) A.equal to the sum of the standard deviations of each of the securities in the portfolio. B.not

Portfolio risk is:

(Select the best answer below.)

A.equal to the sum of the standard deviations of each of the securities in the portfolio.

B.not dependent on the relative weights of the securities in the portfolio.

C.not equal to the weighted average of the risks of the individual securities in the portfolio.

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