Which of the following would likely have the greatest amount of systematic risk? a. A portfolio of the ordinary shares of 100 randomly selected companies b. The market portfolio c. A portfolio half...

Which of the following would likely have the greatest amount of systematic risk?

a. A portfolio of the ordinary shares of 100 randomly selected companies

b. The market portfolio

c. A portfolio half invested in the market portfolio and half invested in treasury bills

d. A portfolio half invested in the market portfolio and half invested in stocks with betas greater than 1.5

e. A portfolio made up entirely of treasury bills

Jun 04, 2022

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