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Within the Markowitz model of portfolio construction, the variance of a portfolio of risky securities Multiple Choice is the weighted sum of the securities' variances

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Within the Markowitz model of portfolio construction, the variance of a portfolio of risky securities Multiple Choice is the weighted sum of the securities' variances and covariances. None of the options are correct. is the sum of the securities' covariances. is a weighted sum of the securities' variances. is the sum of the securities' variances

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