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1 (4 points ) Calculate the expected return , standard deviation of returns, range and coefficient of variation for asset A and B. Which one
1 (4 points ) Calculate the expected return , standard deviation of returns, range and coefficient of variation for asset A and B. Which one would you choose? Explain your answer Possible Outcomes Probability Returns (%) A Returns (%) B Pessimistic 0.25 5 3 Most likely 0.50 10 10 Optimistic 0.25 13 17
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The Oxford Handbook Of Quantitative Asset Management
Authors: Bernd Scherer, Kenneth Winston
1st Edition
0199553432, 978-0199553433
