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Select one or more:a. The variance of the portfolio returns is equal to the weighted average of the variances of the returns of the individual

Select one or more:a. The variance of the portfolio returns is equal to the weighted average of the variances of the returns of the individual assets in the portfolio. b. The expected portfolio return equates to a weighted average of the expected returns of the individual assets in the portfolio. c. The standard deviation of portfolio returns is a weighted average of the standard deviations of the returns of the individual assets in the portfolio.2 d. Portfolio risk can be decreased through diversification only if the returns of the loans in the portfolio are negatively correlated.

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