104k views
3 votes
Systematic risk is also called idiosyncratic risk.

True



False



2.

If two securities were perfectly negatively correlated, the weights for the minimum variance portfolio for those securities could be calculated.


True




False

User Rix
by
8.5k points

1 Answer

7 votes

Answer:

No and statement 2 is true

User Ismriv
by
8.7k points