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Which of the Following Formulas Is INCORRECT

Question 1

Multiple Choice

Which of the following formulas is INCORRECT?


A) Variance of an Equally Weighted Portfolio = (1 - Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) ) (Average Variance of Individual Stocks) + Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) (Average Covariance Between the Stocks)
B) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) )
C) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) )
D) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average Covariance Between the Stocks) B) Variance of a portfolio = Cov( , ) C) Variance of a portfolio = Cov( , ) D) Variance of a portfolio = Cov( , ) )

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