Question
Expected Return: Given these three economic states, their likelihoods, and the potential returns, compute the expected return, standard deviation, and coefficient of variation: Economic State
Expected Return: Given these three economic states, their likelihoods, and the potential returns, compute the expected return, standard deviation, and coefficient of variation:
| Economic State | Probability | Return |
| Fast Growth | 0.2 | 35% |
| Slow Growth | 0.6 | 10% |
| Recession | 0.2 | -30% |
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Equity Valuation And Portfolio Management
Authors: Frank J. Fabozzi, Harry M. Markowitz
1st Edition
047092991X, 9780470929919
