Which of the following statements are true? i) A simple approach to portfolio weight selection...

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Which of the following statements are true? i) A simple approach to portfolio weight selection is to assign weights inversely proportional to the volatility of each asset. ii) The volatility of an asset can be estimated using the variance of the observed prices. iii) The volatility of an asset can be estimated using the standard deviation of the observed prices. iv) The volatility measures the idiosyncratic risk of an asset. Select one: O a. (1) False, (ii) True, (iii) True, (iv) True O b. () False, (ii) True, (iii) False, (iv) True OC. () True, (ii) False, (iii) False, (iv) True d. O True, (ii) False, (iii) False, (iv) False O e. ( False, (in) True, (iii) False, (iv) False O True, (ii) False, (iii) True, (iv) True O g. (True, (ii) False, (iii) True, (iv) False Oh. (0) False, (ii) True, (iii) True, (iv) False

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