Multiple Choice
The standard deviation of a portfolio of risky securities is
A) the square root of the weighted sum of the securities' variances.
B) the square root of the sum of the securities' variances.
C) the square root of the weighted sum of the securities' variances and covariances.
D) the square root of the sum of the securities' covariances.
E) none of the above.
Correct Answer:
Verified
Correct Answer:
Verified
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