Question

8. Which of the following statements are false?
a. It is possible that two assets are
considered to be riskless when
included in a portfolio, but risky when
held separately
The covariance plays a major role in
determining the portfolio's expected
return
c. Covariances measure the degree of
dependency between two assets
d. When everything else is held constant,
the lower an asset's correlation is, the
lower a portfolio's variance will be
30 In equilihrium the marginal price of risk for​

Answer 1

Explanation:

true,false,true ,true