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Memphic Memphic
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6 years ago
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.
Textbook 
Corporate Finance: The Core

Corporate Finance: The Core


Edition: 4th
Authors:
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pbrown223pbrown223
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#1
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6 years ago
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Memphic Author
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6 years ago
This helped my grade so much Perfect
kc123
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Yesterday
Good timing, thanks!
mikeh209
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2 hours ago
Thanks
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