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Business, 28.08.2020 08:01 kendrickstoudemire20

In a portfolio of three randomly selected stocks, which of the following could NOT be true; i. e., which statement is false? a. The beta of the portfolio is lower than the lowest of the three betas
b. The beta of the porfolio is higher than the highest ofthe three betas
c. The riskiness of the portfolio is greater than the riskiess ofoneor two of the stocks.
d. The riskiness of the portfolio is less than the riskiness of each of the stocks if they were held in isolation
e. The beta of the portfolio is calculated as a weighted average of the individual stocks' betas.

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In a portfolio of three randomly selected stocks, which of the following could NOT be true; i. e., w...
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