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Assume an investor has $100 and stock ABC is priced $8, and the risk-free offers zero return. Stock ABC can go up by 100% or
Assume an investor has $100 and stock ABC is priced $8, and the risk-free offers zero return. Stock ABC can go up by 100% or down by 50% with probability .5. The investment period is three periods ahead. What is the standard deviation of terminal wealth if the investor always invest zero in the stock ABC? Select one: 100 0 10
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