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Need help with standard deviation for b. Thanks in advance! The market risk premium is 11.7 percent, and the risk-free rate is 4.7 percent. a.
Need help with standard deviation for b.
Thanks in advance!
The market risk premium is 11.7 percent, and the risk-free rate is 4.7 percent. a. Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) b. Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is riskier? * Answer is complete but not entirely correct. Beta Standard deviation % Beta 1.86 12.68 1.08 17.94 X Stock I Standard deviation % Most systematic risk Most unsystematic risk "Riskier" stock Stock Il Stock I The market risk premium is 11.7 percent, and the risk-free rate is 4.7 percent. a. Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) b. Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is riskier? * Answer is complete but not entirely correct. Beta Standard deviation % Beta 1.86 12.68 1.08 17.94 X Stock I Standard deviation % Most systematic risk Most unsystematic risk "Riskier" stock Stock Il StockStep by Step Solution
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