单选题
Using the Markowitz model, calculation of the portfolio standard deviation does not require the:
A、
Expected rate of return on the market portfolio.
B、
Variance of each individual asset in the portfolio.
C、
Weight of each individual asset in the portfolio, where the weight is determined by the portfolio value.
【正确答案】
A
【答案解析】
The Markowitz formula for the standard deviation of a portfolio does not require any information about the market portfolio.
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