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Based on the following information, calculate the expected return and standard deviation: State Probability Stock A Depression 0,11 -0,110 Recession 0,24 0,040 Normal 0,45 0,080
Based on the following information, calculate the expected return and standard deviation:
| State | Probability | Stock A |
| Depression | 0,11 | -0,110 |
| Recession | 0,24 | 0,040 |
| Normal | 0,45 | 0,080 |
| Boom | 0,20 | 0,500 |
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Options Futures And Other Derivatives
Authors: John C. Hull
4th Edition
0130224448, 9780130224446
