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Title: Which of the following statements is FALSE? Post by: Memphic on Nov 19, 2017 Which of the following statements is FALSE?
A) The variance of a portfolio is equal to the weighted average correlation of each stock within the portfolio. B) The variance of a portfolio is equal to the sum of the covariances of the returns of all pairs of stocks in the portfolio multiplied by each of their portfolio weights. C) The variance of a portfolio is equal to the weighted average covariances of each stock within the portfolio. D) The volatility declines as the number of stocks in a portfolio grows. Title: Re: Which of the following statements is FALSE? Post by: pbrown223 on Nov 19, 2017 Content hidden
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