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Consider an economy with two types of firms, S and I. S firms always move together, but I firms move independently of each other. For
Consider an economy with two types of firms, S and I. S firms always move together, but I firms move independently of each other. For both types of firms there is a 80% probability that the firm will have a 20% return and a 20% probability that the firm will have a -30% return. The standard deviation for the return on an portfolio of 20 type S firms is closest to:
Consider an economy with two types of firms, S and I. S firms always move together, but I firms move independently of each other. For both types of firms there is a 80% probability that the firm will have a 20% return and a 20% probability that the firm will have a -30% return.
The standard deviation for the return on an portfolio of 20 type S firms is closest to:
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Business Accounting An Introduction To Financial And Management Accounting
Authors: Jill Collis, Roger Hussey, Andrew Holt, Holt Collis, J. Collis
2nd Edition
9780230276239
