The variance and standard deviation of an

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The variance and standard deviation of an investment:

a. increase as the riskiness of the investment increase.

b. increase as the expected return of the investment decreases.

c. when they are negatively correlated, reduce the risk of the investment portfolio.

d. if they are small, will result in a large covariation between it and other portfolio assets.

e. Both a and d

f. all of the above

Reference no: EM13485352

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