What are the the key concepts (e.g., the standard deviation of the portfolio is less than the weighted average of the standard deviations of the stocks in the portfolio)

Assume I am holding a portfolio of two risky assets with standard deviations of 1. Assume also that I am holding the minimum variance portfolio of these two assets. I do not know the correlation of these assets but I do know that it's not equal to one. Which of the below statements is true based on the information above? O Portfolio's standard deviation is equal to 1/2. Portfolio's return is equal to 1/2. O Portfolio weights of the two assets are equal to 1/2. None of the above statements is true. Portfolio's Sharpe ratio is equal to 1/2.

When comparing investments that have different means, the measures the relative riskiness of each investment and is a better indicator of risk than the standard deviation.

Portfolio Beta is the average of the Betas of the investments included in the portfolio.

Which of the following stocks have the highest systematic​ risk?   A. A stock with a high correlation to the market and a low return volatility.   B. A stock with a low correlation to the market and a high return volatility.   C. A stock with a high correlation to the market and high return volatility.   D. A stock with a low correlation to the market and a low return volatility.

Is the portfolio risk the weighted average of the variance or covariance?

According to modern portfolio theory, pair-wise covariance is more important to total portfolio risk than individual security variance. True or False

How does standard deviation and variance affect portfolio risk, more so than expected return?

The Capital Asset Pricing Model (CAPM) describes a relationship between the expected return of,,,  a)An individual share and its variance risk b)An individual share and its standard deviation risk c)An individual share and its undiversifiable risk d)An individual share and its diversifiable risk

Investors can use certain metrics to assess a stock or stock portfolio's risk.  One of them is the Sortino ratio. What is this ratio and what is unique in its measurement?