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Which of the following is FALSE? A. Large individual stocks are more volatile than the portfolio composed of these large individual stocks B. Generally speaking,

Which of the following is FALSE?

A. Large individual stocks are more volatile than the portfolio composed of these large individual stocks

B. Generally speaking, large individual stocks are less volatile than small individual stocks

C. There is no clear relationship between historical volatility and historical return for individual stocks

D. none of the above

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