QUESTION 11 Consider an investment opportunity set formed with two securities th
ID: 1172680 • Letter: Q
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QUESTION 11 Consider an investment opportunity set formed with two securities that are perfectly negatively correlated. The global minimum variance portfolio has a stardard deviation that is always Oa greater than zero. O b equal to zero. O c equal to the sum of the securities' standard deviations. O d. equal to-1 QUESTION 12 Single men trade far more often than wormen. This is due to greateramong men. framing O b. regret avoidance O C. overconfidence O d, conservatism ECTIOAL43 Click Save and Submit to save and submit. Click Save All Answers to saue all ansuwers. MacBook AirExplanation / Answer
Answer(11): Option "b" is correct that says, "Equal to zero".
Answer(12): Option "c" is correct that says, "Overconfidence".
A single man trade far more often than women. This is due to greater overconfidence among men. In a study, this is proved that Men trade more confidently and excessively than women.
Answer(7): Researchers have found that most of the small firm effect occurs, "In january".
Option "d" is correct.
Answer(3): According to CAPM, "All securities must lie on the security market line".
Answer(4): The difference between security market line and capital market line is, "Both can be used for individual security and portfolio" Option "c" is correct.
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