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Dividing the standard deviation of the returns of a stock by the stock's expected return gives us the stock's coefficient of variation risk premium correlation
Dividing the standard deviation of the returns of a stock by the stock's expected return gives us the stock's coefficient of variation risk premium correlation coefficient beta variance
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
15th edition
77861612, 1259194078, 978-0077861612, 978-1259194078
