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true or false with an explanation 1. You can't form a riskless portfolio out of two risky assets - no matter how their returns are
true or false with an explanation
1. You can't form a riskless portfolio out of two risky assets - no matter how their returns are correlated. For example, if Asset A has a standard deviation of returns of 30% p.a. and Asset B a standard deviation of returns of 20% p.a., any portfolio consisting of an investment in these two assets will have risk associated with itStep by Step Solution
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Handbook Of Alternative Assets
Authors: Mark J. P. Anson
2nd Edition
047198020X, 978-0471980209
