Stock portfolio is well-diversified-portfolio variance

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Reference no: EM131025840

If a stock portfolio is well-diversified, then the portfolio variance is

A. will equal the variance of the most volatile stock in the portfolio.

B. must be equal to or greater than the variance of the least risky stock in the portfolio.

C. will be an arithmetic average of the variances of the individual securities in the portfolio.

Reference no: EM131025840

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