Assume that the expected return of the U.S. stock market is 10% and the volatility is 20%.

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Assume that the expected return of the U.S. stock market is 10% and the volatility is 20%. Suppose that, instead of buying stocks, I choose to short-sell stocks all the time. What would be the expected return and volatility of my strategy?

Posted Date: Jul 10, 2024 01:05 PM

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Assume that the expected return of the U.S. stock market is 10% and the volatility is 20%.

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