Question: 1. What do you mean by term risk attribution? Why is it important in modelling risk for a given investment portfolio? Explain. (3 points) 2.

1. What do you mean by term "risk attribution"?

1. What do you mean by term "risk attribution"? Why is it important in modelling risk for a given investment portfolio? Explain. (3 points) 2. If the beta of a portfolio, the variance of the portfolio return, and the variance of the market portfolio return are 1.50, 32%, and 11% respectively, what is the systematic and idiosyncratic risk of this portfolio? (3 Points) Paragraph B I Uv . + BC Lato (Recom... v 19px ... 7 h

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