Question
A portfolio has 3 stocks, a,b and c. Stock A has a probability of 0.05 to have a return of 24%, sock b has a
A portfolio has 3 stocks, a,b and c. Stock A has a probability of 0.05 to have a return of 24%, sock b has a probability of 0.20 to have a return of 18%. What is the return of stock V if the expected return of the portfolio is 20.10%?
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Financial Management Theory And Practice
Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason
3rd Canadian Edition
017658305X, 978-0176583057
