Latest 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.<br/><br/></p><script type= { "@context": "http://schema.org", "@type": "BreadcrumbList", "itemListElement": [{ "@type": "ListItem", "position": 1, "name": "Teamchampions", "item": "/" },{ "@type": "ListItem", "position": 2, "name": "HP", "item": "http://www.teamchampions.club/notes/en-hp" },{ "@type": "ListItem", "position": 3, "name": "HP2-I66 Answers Real Questions", "item": "http://www.teamchampions.club/notes/en-HP2-I66-exam/Answers-Real-Questions-040505.html" }] } Exam Questions - Get Valid 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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Exam With Our HP2-I66 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

Exam Dumps. Download 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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