CFA Practice Question

There are 294 practice questions for this study session.

CFA Practice Question

The variance of a portfolio of risky securities is ______.
A. a weighted sum of the securities' variances
B. the sum of the securities' variances
C. the weighted sum of the securities' variances and covariances

User Contributed Comments 2

User Comment
ksnider why also covariances?
Procbaby1 Definition of portfolio variance
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