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3. Economic Scenario Probability (Ps) Conditional Stock Returns Market Returns (%) (%) A B Recession 0.25 -13 -4 -2 Stagnation 0.40 16 -2 10
3. Economic Scenario Probability (Ps) Conditional Stock Returns Market Returns (%) (%) A B Recession 0.25 -13 -4 -2 Stagnation 0.40 16 -2 10 High Growth 0.20 32 21 22 Low Growth 0.15 12 18 16 Compute average returns, standard deviations (risks), Coefficient of Variation, Covariance of the stocks with market and Betas of both the stocks.
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
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