Which of the following statements is most correct?
A) the variance of a portfolio is a weighted average of asset variances.
B) the benefits of diversification are greatest when asset returns have zero correlations.
C) the market portfolio truly eliminates all unsystematic risk.
D) beta is the measure of an asset's unsystematic risk.
Correct Answer:
Verified
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A)no investors
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A)it is fairly easy
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Q139: Which of the following is not required
Q141: The portfolio that contains all risky assets
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