Without knowing beta, determining portfolio variance with a sixty-security portfolio requires ___ statistics per security.
A) 1
B) 60
C) 3600/2
D) 3600
Correct Answer:
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Q8: The covariance of a random variable with
Q9: Covariance is _ correlation is _.
A) positive,
Q10: For a six-security portfolio, it is necessary
Q11: COV (A,B) = .335. What is COV
Q12: One of the first proponents of the
Q14: Securities A, B, and C have betas
Q15: Securities A, B, and C have betas
Q16: A diversified portfolio has a beta of
Q17: Security A has a beta of 1.2;
Q18: As portfolio size increases, the variance of
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