Question: True or false standard deviation is not a useful risk measure for a portfolio because it contains all the systematic and idiosyncratic risk. Portfolio beta

True or false

standard deviation is not a useful risk measure for a portfolio because it contains all the systematic and idiosyncratic risk. Portfolio beta is a better measure.

the lower the correlation between two random risk portfolios the more northwest investment opportunity sets investors can obtain.

when the expected return lies under the sml, the stock is over-valued.

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