Question

When calculating a portfolio expected return, the weights must add to what?

Multiple choice question.

One

The sum of the individual investments

The sum of the variances

There is no specific sum

Answer 1

[AI-generated answer — Bot GPT 3.5]

The weights must add to:

One

Answer 2

[AI-generated answer — Step-by-Step Bot]

The weights used in calculating a portfolio's expected return must add to option 1: One.