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The standard deviation of a portfolio cannot be less than the weighted average of the standard deviations of the individual securities held in that portfolio.
The standard deviation of a portfolio
cannot be less than the weighted average of the standard deviations of the individual securities held in that portfolio.
is not a weighted average of the standard deviations of the individual securities held in that portfolio.
serves as the basis for computing the appropriate risk premium for that portfolio..
measures the amount of diversifiable risk inherent in the portfolio.
is a measure of that portfolio's systematic risk
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