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Basic Question 20 of 23
Which of the following inputs to portfolio risk is under the control of the portfolio manager?
B. Expected returns for individual assets
C. Standard deviations for individual assets
D. Weights, or proportions, of each asset in the portfolio
A. Correlations among asset rates of return
B. Expected returns for individual assets
C. Standard deviations for individual assets
D. Weights, or proportions, of each asset in the portfolio
User Contributed Comments 1
| User | Comment |
|---|---|
| soarer1 | Portfolio Mgr = Controls asset weights |
I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach
Learning Outcome Statements
calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data
calculate and interpret portfolio standard deviation
describe the effect on a portfolio's risk of investing in assets that are less than perfectly correlated
CFA® 2024 Level I Curriculum, Volume 2, Module 1.