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4. Portfolio X consists of equal amounts of two securities (i.e., a 5050 mix), each of which has a standard deviation of returns of 0.45. The correlation coefficient between the two securities in Portfolio X is 0.70. Portfolio Y consists of equal amounts of two securities (i.e., a 5050 mix), each of which has a standard deviation of returns of 0.45. The correlation coefficient between the two securities in Portfolio Y is 1.00. Which statement below is most accurate? A. Each portfolio will have a standard deviation of returns equal to 0.45; B. Each portfolio will have a standard deviation of returns less than 0.45; C. Portfolio X will have a standard deviation of returns equal to 0.45, while Portfolio Y will have a standard deviation of returns less than 0.45; D. Portfolio X will have a standard deviation of returns less than 0.45, while Portfolio Y will have a standard deviation of returns equal to 0.45. 5. In finance, we typically assume that the average investor is: A. B. C. D. Risk-seeking Risk-neutral Risk-indifferent Risk-averse 6. To combat interest-rate risk, you purchase a zero-coupon bond with a time to maturity matching your investment horizon. What issue(s) will this course of action likely create? A. Purchasing the bond will be expensive, because these bonds typically trade at a significant premium above their par value; B. Taxes will be assessed each year on imputed interest