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Which of the Following Statements Is FALSE

Question 13

Multiple Choice

Which of the following statements is FALSE?


A) The variance increases with the magnitude of the deviations from the mean.
B) The variance is the expected squared deviation from the mean.
C) Two common measures of the risk of a probability distribution are its variance and standard deviation.
D) If the return is riskless and never deviates from its mean,the variance is equal to one.

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