• 2022-06-07
    When a portfolio consists of only a risky asset and a riskless asset, increasing the fraction of the overall portfolio invested in the risky asset will ______.
    A: increase the expected return on the portfolio
    B: increase the standard deviation of the portfolio
    C: not change the risk-reward ratio
    D: Neither A, B nor C is true
    E: A, B and C are all true