Question
Company A has an expected return of 6%, standard deviation of returns of 35%, a correlation coefficient with the market of -.24, and a beta
Company A has an expected return of 6%, standard deviation of returns of 35%, a correlation coefficient with the market of -.24, and a beta coefficient of -.5. Company B has an expected return of 8%, standard deviation of returns of 16%, a correlation with the market of .75, and a beta coefficient of .6. Which firm is more risky?
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Public Finance Theory And Practice
Authors: M. Marlow
1st Edition
0030969603, 978-0030969607
