Question

the measure of risk for pairs of stocks in a portfolio selection problem is called: a) the covariance of the return. b) the variance of the return. c) the expected return. d) decreasing marginal return. e) none of the choices is correct.

Answer 1

a) the covariance of the return.

Step-by-step explanation:

The measure of risk for pairs of stocks in a portfolio selection problem is called the covariance of the return.