Questions
MGMT90280_2025_SM1 Sample Quiz for Individual Assignment
True/False
Under the Markowitz model, the risk of a portfolio is measured by the portfolio variance.
Options
A.True
B.False
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Step-by-Step Analysis
The question asks about how the Markowitz framework defines portfolio risk and how it is quantified.
Option 1: True. Under the Markowitz mean-variance framework, risk is defined as the variance (or equivalently the standard deviation) of portfolio returns. This approach captures the dispersion of p......Login to view full explanationLog in for full answers
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