Question
A stocks returns have the following distribution: Probability Stock Return 0.15 16% 0.70 12% 0.15 39% The stocks expected return is 11.85%. Calculate its standard
A stocks returns have the following distribution:
Probability Stock Return
0.15 16%
0.70 12%
0.15 39%
The stocks expected return is 11.85%. Calculate its standard deviation?
Explain in detail please?
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Contemporary Quantitative Finance
Authors: Carl Chiarella, Alexander Novikov
2010th Edition
3642034780, 978-3642034787
