Under the Markowitz model, the risk of a portfolio is measured by the portfolio variance.
Question
Solution 1
True.
Here's why:
The Markowitz model, also known as Modern Portfolio Theory, was developed by Harry Markowitz in 1952. This model is used to construct a portfolio of assets in such a way that maximizes expected return for a given level of risk.
In the Markowitz model, risk is quantified as Knowee AI StudyGPT is a powerful AI-powered study tool designed to help you to solve study prob
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