You Are Given a Two Asset Portfolio with a Fixed

question 9

Multiple Choice

You are given a two asset portfolio with a fixed correlation coefficient.If the weights of the two assets are varied the expected portfolio return would be ____ and the expected portfolio standard deviation would be ____.

• A) Nonlinear, elliptical
• B) Nonlinear, circular
• C) Linear, elliptical
• D) Linear, circular
• E) Circular, elliptical

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Definitions:

Hue

The aspect of color that is determined by the wavelength of light and is perceived as the color itself, such as red, blue, or green.

Pitch

The perception of how high or low a sound is, determined by the frequency of sound waves.

Brightness

The perception of the intensity of light emitted or reflected by an object, contributing to its visibility.

Loudness

A perceptual attribute of sounds that determines the intensity or volume as heard by the listener.