Question
Let the rates of return on stocks A, B, and C be given in the following table A B C State Probability RR RR RR
Let the rates of return on stocks A, B, and C be given in the following table A B C State Probability RR RR RR Boom 0.3 43.00% 1.00% 11.00% Normal 0.5 15.00% 12.00% 13.00% Recession 0.2 2.00% 25.00% 5.00% The Standard deviations of RA, RB, and RC, respectively are
a. A = 15.34%, B = 10.67%, C 3.026= % b. A = 18.78%, B = 10.67%, C 6.27 =
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Introduction To Financial Management
Authors: Sudanshu Pandeya
1st Edition
1774695316, 978-1774695319
