Quiz Ch 08 – Portfolio Composition and Risk Comparison

Fundamentals of Financial Management, Concise

Brigham and Houston

09th Edition

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Given Stock A (beta: 1.2, standard deviation: 25%) and Stock B (beta: 1.4, standard deviation: 20%), forming Portfolio AB with a beta of 1.25 and a standard deviation of 18%. Which statement is TRUE?

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  • Search Terms: a. b. c. d. e. portfolio stock %. . a a. ab ab. amount and b b. b. beta but by combination correct? created deviation each following has in invested investing is less market money more of portfolio risk risk. same stand-alone standard statements stock stocks stocks. than the two was which
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