If one portfolio's variance exceeds that of another portfolio,its standard deviation will also be greater than that of the other portfolio.

Name: If one portfolio's variance exceeds that of another portfolio,its standard deviation will also be greater than that of the other portfolio.
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Question

Quizplus · Accepted Answer

Variance is the square of standard deviation, therefore, if one portfolio has a greater variance than another, it means its standard deviation is also greater.

If One Portfolio's Variance Exceeds That of Another Portfolio,its Standard