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": "SAP", "item": "http://www.teamchampions.club/pages-sap" },{ "@type": "ListItem", "position": 3, "name": "Study P_SAPEA_2023 Material", "item": "http://www.teamchampions.club/pages-P_SAPEA_2023-exam/Study--Material-848404.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 P_SAPEA_2023 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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