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22) Consider the following three securities. A) Which one would be best to hold as a single stock portfolio? B) Which stock would be best
22) Consider the following three securities. A) Which one would be best to hold as a single stock portfolio? B) Which stock would be best to incorporate in a well-diversified tangent portfolio?
| Securitty | Expected Excess Return | Beta | Standard Deviation |
| A | 12% | 1.0 | 20% |
| B | 20% | 2.0 | 40% |
| C | 13% | 0.5 | 15% |
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International Finance Transactions Policy And Regulation
Authors: Hal S. Scott
15th Edition
159941547X, 978-1599415475
