ch of the following is NOT true with respect to standard deviation as a measure of risk? Group of answer choices Standard deviation of return measures the sum of diversifiable and undiversifiable risk for a share. 2. Standard deviation contains more information about distribution of returns by comparison with the more crude approach of measuring the range of possible extreme values for return. 3. Standard deviation is measured in standard units, unlike variance which is measured in squared units, 4. Unlike Beta, standard deviation of return measures undiversifiable risk.

EBK CONTEMPORARY FINANCIAL MANAGEMENT
14th Edition
ISBN:9781337514835
Author:MOYER
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Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
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Which of the following is NOT true with respect to standard deviation as a measure of risk?

Group of answer choices
  1. Standard deviation of return measures the sum of diversifiable and undiversifiable risk for a share.

2. Standard deviation contains more information about distribution of returns by comparison with the more crude approach of measuring the range of possible extreme values for return.

3. Standard deviation is measured in standard units, unlike variance which is measured in squared units,
4. Unlike Beta, standard deviation of return measures undiversifiable risk.
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