Question
Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the of your portfolio
Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the of your portfolio was 0.20 and M was 0.16, the of the portfolio would be approximately
| a. | 0.80.
| b. | 1.25.
| c. | 1.56.
| d. | 0.64.
|
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Law And Financial Stability
Authors: International Monetary Fund
1st Edition
1513523007, 978-1513523002
