Question: Benchmark risk is defined as _______ A. the return difference between the portfolio and the benchmark. B. the standard deviation of the return of the

Benchmark risk is defined as _______

A. the return difference between the portfolio and the benchmark.

B. the standard deviation of the return of the benchmark portfolio.

C. the standard deviation of the return difference between the portfolio and the benchmark.

D. the standard deviation of the return of the actively-managed portfolio.

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