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20. For Stock ABC, if we assume the average monthly log return =6%, and the standard deviation of log return is 12% during the Jan
20. For Stock ABC, if we assume the average monthly log return =6%, and the standard deviation of log return is 12% during the Jan 1, 2006 to Jan 12012 period, what proportion of months did stock ABC gain money A. 30.9% B. 60.4% C. 69.1% D. 58.4% 21.21. (With respect to macro factor) If a stock C falls below the security market line, it is A. Overpriced. B. Underpriced. C. Fair priced. D. Can't tell from the above information
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