Multiple Choice
The expected return of a portfolio of risky securities
A) is a weighted average of the securities' returns.
B) is the sum of the securities' returns.
C) is the weighted sum of the securities' variances and covariances.
D) is a weighted average of the securities' returns and the weighted sum of the securities' variances and
E) None of the options are correct.
Correct Answer:

Verified
Correct Answer:
Verified
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