Diversification ratio is: A.the ratio of the standard deviation of the equallyweighted portfolio to the standard deviation of any randomly selected security. B.the ratio of the standard deviation of a portfolioto the standard deviation of a single security. C.the ratio of the standard deviation of adiversified portfolio to the standard deviation of an undiversified portfolio. Solution: A Diversification is calculated as the ratio of thestandard deviation of the equally weighted portfolio to the standard deviationof any randomly selected security.
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来自: halphia > 《管理会计与CMA》