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    Investments Concepts and Applications
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    Exam 8: Risky Asset Pricing Models and the Capm
  5. Question
    The Standard Deviation of Returns of an Inefficient Portfolio Is
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The Standard Deviation of Returns of an Inefficient Portfolio Is

Question 3

Question 3

Multiple Choice

The standard deviation of returns of an inefficient portfolio is __________ the standard deviation of an efficient portfolio,provided both portfolios have equal expected returns.


A) lower than
B) higher than
C) the same as

Correct Answer:

verifed

Verified

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