Which of the Following Statements Is FALSE

question 40

Multiple Choice

Which of the following statements is FALSE?

• A)The variance increases with the magnitude of the deviations from the mean.
• B)The variance is the expected squared deviation from the mean.
• C)Two common measures of the risk of a probability distribution are its variance and standard deviation.
• D)If the return is riskless and never deviates from its mean,the variance is equal to one.

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