Remaining Time 2 hours, 12 minutes, 39 seconds Question Completion Status 23 lal 20 24 25 31 26 21 19 27 TR 30 29 22 10 13 3 12 14 17 . 15 16 11 18 23123 Ly Mowing to another question will save the response. Question 27 Which of the following statements is true? of the expected return on security is higher than the expected return on portfolio P. then adding that security to the portfolio P will not necessarily increase the expected return on portfolio P. The standard deviation of the return of a portiollo is a weighted average of the standard deviations of the return of the Individual securities forming the portfolio The expected tuturn on a portfolio is a weighted average of the expected return on the individual securitius forming the porfolia By adding a very laky culty to a portfolio the risk of the portfolio must increase Moving to another question will save this response