the total variance of the market portfolio is 009 assume the idiosyncratic risk is independent across the

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the total variance of the market portfolio is 009 assume the idiosyncratic risk is independent across the four stocks what portfolio consisting of the four stocks has the smallest total variance what is the idiosyncratic risk of this portfolio

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Fundamentals of Investments

ISBN: 978-0132926171

3rd edition

Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey

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Posted Date: Oct 07, 2020 04:15 AM

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the total variance of the market portfolio is 009 assume the idiosyncratic risk is independent across the

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ANS WER The portfolio with the smallest total variance is the one that is equ... View the full answer

Fundamentals of Investments

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