Question
A has an expected return of 10% and a standard deviation of 5%. B has an expected return of 14% and a standard deviation of
A has an expected return of 10% and a standard deviation of 5%.
B has an expected return of 14% and a standard deviation of 4%.
C has an expected return of 17% and a standard deviation of 8%.
If the investor does not want to fall below 7% which investment would be the best choice using Roy's rule?
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International Financial Reporting Standards An Introduction
Authors: Belverd E. Needles, Marian Powers
3rd Edition
1133187943, 978-1133187943
