stock a has a beta of 1.6 and a standard deviation of 25%. stock b has...

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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jeff jeffy answered 10 months ago

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