Question
When a security is added to a portfolio the appropriate return and risk contributions are: the expected return of the asset and its standard deviation.
When a security is added to a portfolio the appropriate return and risk contributions are:
the expected return of the asset and its standard deviation.
the expected return and the variance.
the expected return and the beta.
the historical return and the beta.
these both cannot be measured.
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Options Futures And Other Derivatives
Authors: John C. Hull
7th Edition
0136015867, 9780136015864
