Which of the following statements is FALSE?
A) The closer the correlation is to -1, the more the returns tend to move in opposite directions.
B) A share's return is perfectly positively correlated with itself.
C) The variance of a portfolio depends only on the variance of the individual shares.
D) When the covariance equals 0, the shares have no tendency to move either together or in opposition of one another.
Correct Answer:
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Q44: Use the table for the question(s)below.
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Q45: Use the table for the question(s)below.
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Q46: Which of the following equations is INCORRECT?
A)Cov(Ri,Rj)=
Q47: Use the table for the question(s)below.
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Q48: Which of the following statements is FALSE?
A)Shares'
Q50: Use the table for the question(s)below.
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Q51: Which of the following statements is FALSE?
A)The
Q52: Use the table for the question(s)below.
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Q53: Use the table for the question(s)below.
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Q54: Which of the following statements is FALSE?
A)Because
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