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Which of the following are affected by the probability of a state of the economy occurring? I. expected return of an individual security II. expected

Which of the following are affected by the probability of a state of the economy occurring?

I. expected return of an individual security

II. expected return of a portfolio

III. standard deviation of an individual security

IV. standard deviation of a portfolio

III and IV onlyI, II, III, and IVII and IV onlyI and III onlyI and II only

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