Question
Assume the following about the possible yields on assets A and B Scenario Probability of scenario Yield on asset A Yield on asset B 1
Assume the following about the possible yields on assets A and B
Scenario Probability of scenario Yield on asset A Yield on asset B
1 10% -10% -20%
2 20% 16% 18%
3 40% 25% 25%
4 30% 3% 29%
Calculate the standard deviations of the yields of assets A and B.
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