Question
Which of the following is correct? The expected return of a stock portfolio is the weighted average of the expected returns of the stocks in
Which of the following is correct?
The expected return of a stock portfolio is the weighted average of the expected returns of the stocks in the portfolio.
The standard deviation of the returns of a portfolio is the weighted average of the standards deviations of the assets in the portfolio.
The standard deviation of the returns of a portfolio is less than the weighted average of the standards deviations of the assets in the portfolio if < 1.
The beta of a portfolio is less than the weighted average of the betas of the assets in that portfolio.
More than one of the answers are correct.
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Personal Finance
Authors: Jeff Madura, Hardeep Singh Gill
4th Canadian edition
134724712, 134724713, 9780134779782 , 978-0134724713
