Which of the following statements about portfolio


Which of the following statements about portfolio investment risk is false?

a. The beta coefficient measures the risk of investments held in portfolios.

b. A beta greater than 1.0 indicates that the investment has greater risk than that of the entire portfolio.

c. Standard deviation measures the risk of investments held in portfolios.

d. A beta less than 1.0 indicates that the investment has less risk than that of the entire portfolio.

e. The beta of a portfolio is a weighted average of the betas of the component investments.

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Financial Management: Which of the following statements about portfolio
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