微信扫一扫
实时资讯全掌握
|
An analyst has knowledge of the beginning-of-period expected returns, standard deviations of return, and market value weights for the assets that comprise a portfolio. The analyst does not require the covariances of returns between asset pairs to calculate the: A. variance of the return on the portfolio. B. correlations between asset pairs. C. reduction in risk due to diversification. D. expected return on the portfolio. |