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23 May, 12:31

A riskfree asset (a) has a return correlation coefficient with securities of 1. (b) has a negative return covariance with each security. (c) has a standard deviation of return of zero. (d) has a positive return covariance with many securities. (e) has a return correlation coefficient with securities of - 1.

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  1. 23 May, 16:26
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    C) Has a standard deviation of return of zero

    Step-by-step explanation:

    A riskfree asset is one in which return is certain in the future. With a standard deviation of zero, it means that there is certainty for return in investment.
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