Semivariance, When Applied to Portfolio Theory, Is Concerned with

question 33

Multiple Choice

Semivariance, when applied to portfolio theory, is concerned with

• A) the square root of deviations from the mean.
• B) all deviations below the mean.
• C) all deviations above the mean.
• D) all deviations.
• E) the summation of the squared deviations from the mean.

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Definitions:

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