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Which of the following statements about risk measures of a capital asset is inaccurate? Question 11Select one: a. Return variance, i 2 and standard deviation,

Which of the following statements about risk measures of a capital asset is inaccurate?

Question 11Select one:

a.

Return variance, i2 and standard deviation, i are the broadest measures of an assets risk.

b.

Beta, i measures an assets market risk.

c.

Correlation, ij, is a better measure of an assets market risk than covariance, ij .

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