stock a has a beta of 1.6 and a standard deviation of 25%. stock b...
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stock a has a beta of 1.6 and a standard deviation of 25%. stock b has a beta of 1.4 and a standard deviation of 20%. portfolio ab was created by investing in a combination of stocks a and b. portfolio ab has a beta of 1.25 and a standard deviation of 18%. which of the following statements is correct?
Stock A has more market risk than Portfolio AB.
Stock A has more market risk than Stock B but less stand-alone risk.
Portfolio AB has more money invested in Stock A than in Stock B.
Portfolio AB has the same amount of money invested in each of the two stocks.
Portfolio AB has more money invested in Stock B than in Stock A.
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