問題詳情

11. The expected return on a portfolio:
(A) can never exceed the expected return of the best performing security in the portfolio.
(B) must be equal to or greater than the expected return of the worst performing security in theportfolio.
(C) is independent of the unsystematic risks of the individual securities held in the portfolio.
(D) is independent of the allocation of the portfolio amongst individual securities.

參考答案

答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增