Q575
Which of the following portfolio statistics statements is correct?
A.
A portfolio's expected return is a simple weighted average of expected returns of the individual securities comprising the portfolio
AnswerB.
A portfolio's standard deviation of return is a simple weighted average of individual security return standard deviations
C.
The square root of a portfolio's standard deviation of return equalsits variance
D.
The square root of a portfolio's standard deviation of return equalsits coefficient of variation
Answer: Option A
Solution
Answer: Option A
No explanation is given for this question Let's Discuss on Board