Which of the following statements is CORRECT?

A. A portfolio that consists of 40 stocks that are not highly correlated with "the market" will probably be less risky than a portfolio of 40 stocks that are highly correlated with the market, assuming the stocks all have the same standard deviations.
B. A two-stock portfolio will always have a lower beta than a one-stock portfolio.
C. If portfolios are formed by randomly selecting stocks, a 10-stock portfolio will always have a lower beta than a one-stock portfolio.
D. A stock with an above-average standard deviation must also have an above-average beta.
E. A two-stock portfolio will always have a lower standard deviation than a one-stock portfolio.


Answer: A

Business

You might also like to view...

Digital catalogs offer all of the following benefits EXCEPT ________

A) presenting an almost unlimited amount of merchandise B) offering a broad assortment of presentation formats, including search and video C) adding and removing products as needed D) adjusting prices instantly to meet demand E) touching the product

Business

Danielle wasn't feeling ________ , so she performed ________ on the test

A) good/poor B) well/poor C) well/poorly D) good/ poorly

Business

Which of the following is not one of Ross’s seven guiding principles?

a. Gratitude b. Justice c. Self-Improvement d. Greed

Business

Which statement BEST describes report findings?

a. They appear before conclusions in a formal report. b. They are based on factsand opinions. c. Theyare identified by the heading "Findings.". d. They synthesize and interpret the collected data.

Business