Question
Based on the following information for the IMM stock and the market portfolio, what is the diversifiable proportion for the stock? IMM stock: Standard deviation:
Based on the following information for the IMM stock and the market portfolio, what is the diversifiable proportion for the stock? IMM stock: Standard deviation: .8 Market portfolio: Standard deviation: .4 Correlation between the stock and the market portfolio: .8
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Public Finance A Contemporary Application of Theory to Policy
Authors: David N Hyman
11th edition
9781305474253, 1285173953, 1305474252, 978-1285173955
