a. Explain the difference between systematic risk measured by beta and total risk measured by standard deviation.
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a. Explain the difference between systematic risk measured by beta and total risk measured by standard deviation. When are they essentially the same?
b. What is a Sharpe-optimal portfolio?
c. Among the many Markowitz efficient portfolios, which one is Sharpe optimal?
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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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