Question: Which statement is true? Muluple Choice The standard deviation of any portfolio must equal 1 0 . The beta of any portfolio must be 1

Which statement is true?
Muluple Choice
The standard deviation of any portfolio must equal 10.
The beta of any portfolio must be 1.0.
The artimetic average of the betas for each securtiy heid in a portfollo must equal 1.0.
The weights of the securibes held in any porfolio must equal 1.0.
The expected rate of retum on any pontolio must be postive.
Which statement is true? Muluple Choice The

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