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Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Recession .10 .05
| Consider the following information: |
| Rate of Return if State Occurs | |||
| State of Economy | Probability of State of Economy | Stock A | Stock B |
| Recession | .10 | .05 | .23 |
| Normal | .60 | .08 | .14 |
| Boom | .30 | .13 | .32 |
| Calculate the standard deviation for Stock A. |
|
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| Calculate the standard deviation for Stock B. |
|
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Handbook Of Modeling High Frequency Data In Finance
Authors: Frederi G. Viens, Maria Cristina Mariani, Ionut Florescu
1st Edition
0470876883, 978-0470876886
