asked 104k views
3 votes
Systematic risk is also called idiosyncratic risk.

True



False



2.

If two securities were perfectly negatively correlated, the weights for the minimum variance portfolio for those securities could be calculated.


True




False

asked
User Rix
by
8.5k points

1 Answer

7 votes

Answer:

No and statement 2 is true

answered
User Ismriv
by
8.5k points
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