Multiple Choice
Which of the following is true regarding the standard deviation for a portfolio?
A) The portfolio's standard deviation must be less than the individual standard deviations.
B) The standard deviation of the portfolio falls continuously as more assets are added.
C) The standard deviation for a portfolio is a weighted average of individual standard deviations.
D) All of the above.
E) None of the above.
Correct Answer:
Verified
Correct Answer:
Verified
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