Which of the following statements is true? ...
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Finance
Which of the following statements is true?
| Very risk averse investors are better off choosing the minimum variance portfolio from their investment opportunity set than choosing the optimal risky portfolio from their investment opportunity set. | ||
| The covariance of two assets is always between -1 and +1. | ||
| The slope of the SCL is the market risk premium. | ||
| If the assumptions underlying the Markowitz portfolio optimization theory hold, the markets Sharpe ratio is higher than the Sharpe ratio of any single company. |
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