Chapter 8 Index Models 1 6 3 Multiple Choice Questions 1. As diversification increases, the total variance of a portfolio approaches ____________. A) 0 B) 1 C) the variance of the market portfolio D) infinity E) none of the above Answer: C Difficulty: Easy Rationale: As more and more securities are ...

时间:2025-03-03 09:11栏目:行业资料