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Which is the best measure of risk for a single asset held in isolation, and which is the best measure for an asset held in
Which is the best measure of risk for a single asset held in isolation, and which is the best measure for an asset held in a diversified portfolio?
a. | Variance; correlation coefficient | |
b. | Beta; variance | |
c. | Sharpe Ratio; beta | |
d. | Beta; beta |
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