【每日一题】CFA一级组合管理

Diversification ratio is:

A.the ratio of the standard deviation of the equallyweighted portfolio to the standard deviation of any randomly selected security.

B.the ratio of the standard deviation of a portfolioto the standard deviation of a single security.

C.the ratio of the standard deviation of adiversified portfolio to the standard deviation of an undiversified portfolio.

Solution: A

Diversification is calculated as the ratio of thestandard deviation of the equally weighted portfolio to the standard deviationof any randomly selected security.

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