Marginal variance is:
A) the portfolio of risky investments with the lowest variance.
B) the change in the variance of a portfolio for a small increase in the portfolio weight on the asset.
C) the change in the variance of a portfolio for a small increase in the standard deviation of the asset.
D) the change in the standard deviation of a portfolio for a small increase in the variance of the asset.
Correct Answer:
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Q1: Which of the following is true of
Q3: Explain a short position and long position.How
Q4: Selling short an investment with a low
Q5: Determine the covariance between the returns of
Q6: Which of the following can be an
Q7: Which of the following is true of
Q8: If a portfolio consists of two investments
Q9: Based on the mean-variance analysis,the risk of
Q10: The correlation between two returns:
A)is the covariance
Q11: Explain the concept of standard deviation as
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