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Which of the following statements is false?A) We say a portfolio is long those stocks that have negative portfolio weights. B) The efficient portfolios are those portfolios offering the highest possible expected return for a given level of volatility. C) When two stocks are perfectly negatively correlated, it becomes possible to hold a portfolio that bears absolutely no risk. D) The lower the correlation of the securities in a portfolio the lower the volatility we can obtain.

Respuesta :

Answer:

The false statement is letter "A":  We say a portfolio is long those stocks that have negative portfolio weights.

Explanation:

The portfolio weight is the portion that a particular asset represents of the overall portfolio. There are many methods helpful to calculate the portfolio weight usually by dividing the dollar value of an asset by the total dollar value of the portfolio. Short positions are taken as negative values inside the portfolio that hold negative weights.

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