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Economy states Probability rABC rRST 1 0.1 22% -2% 2 0.6 12% 12% 3 0.3 2% 30% Which stock has higher risk, ABC or RST?
| Economy states | Probability | rABC | rRST |
| 1 | 0.1 | 22% | -2% |
| 2 | 0.6 | 12% | 12% |
| 3 | 0.3 | 2% | 30% |
Which stock has higher risk, ABC or RST? Why?
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Financial Risk Manager Handbook
Authors: Philippe Jorion, Global Association Of Risk Professionals
5th Edition
0470479612, 978-0470479612
