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test exam, 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

test dump, 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

dumps pdf, 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

test dump, 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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H12-731_V3.0 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.<br/><br/></p> Testing Engine

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NEW QUESTION: 1
NetApp supports multiple FC paths from the host to the NetApp storage controllers. In addition to using multiple FC switches, which other NetApp supported components should you use for this type of configuration?
A. HBA with driver and firmware, multiple storage controllers with multiple target ports each
B. HBA with driver and firmware, multipathing host software, multiple storage controllers with multiple target ports each
C. HBA with driver and firmware, multipathing host software, multiple storage controllers with multiple initiator ports each
D. multipathing host software, multiple storage controllers with multiple target ports each
Answer: B

NEW QUESTION: 2
A system administrator has previously used NFS exports on an EMC Celerra. However, the administrator expressed concerns that the NFS shares are exposed to hosts on other networks. The administrator has exchanged the company's legacy Celerra for a new VNX for File and is using VDMs for NFS.
What is the accessibility of the NFS exports in this new configuration?
A. Accessible on all interfaces on the blade
B. Accessible as long as they are on the same subnet as the VDMs
C. Accessible on all VDMs
D. Accessible only for hosts on the same network as the NFS server
Answer: D

NEW QUESTION: 3
リアルタイムで転記する3つの減価償却領域と、グループ通貨値を追跡するための対応する減価償却領域を持つ会社コードの固定資産管理を設定しました。外部取得を投稿するとき、いくつのドキュメントが作成されますか?
A. 0
B. 1
C. 2
D. 3
Answer: C

NEW QUESTION: 4
Consider a portfolio with a large number of uncorrelated assets, each carrying an equal weight in the portfolio.
Which of the following statements accurately describes the volatility of the portfolio?
A. The volatility of the portfolio will be equal to the square root of the sum of the variances of the assets in the portfolio weighted by the square of their weights
B. The volatility of the portfolio will be equal to the weighted average of the volatility of the assets in the portfolio
C. The volatility of the portfolio will be close to zero
D. The volatility of the portfolio is the same as that of the market
Answer: A
Explanation:
Explanation
When assets are uncorrelated, variances are additive. But volatility (which is standard deviation) is not. In the given situation, the total variance of the portfolio will be equal to the the square root of the sum of the variances of the assets in the portfolio weighted by the square of their weights. Its volatility will be the square root of this variance. Thus Choice 'c' is the correct answer.
(This is because V(cA + dB) = c

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Passed 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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