In capital market line, risk of efficient portfolio is measured by its____________?

Correct answer: A. Standard deviation

  • A. Standard deviation
  • B. Variance
  • C. Aggregate risk
  • D. Ineffective risk

Explanation

The capital market line measures total risk using standard deviation, which includes both systematic and unsystematic risk. Beta measures systematic risk and belongs to the security market line rather than the CML.

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