Question: For a market timer, the will be higher when the market risk premium is higher Select one: a. portfolio's idiosyncratic risk b. portfolio's standard deviation

For a market timer, the will be higher when the

For a market timer, the will be higher when the market risk premium is higher Select one: a. portfolio's idiosyncratic risk b. portfolio's standard deviation c. portfolio's beta O d. security selection component of the portfolio O e. portfolio's alpha

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