Question
Sixcent is having higher beta while HSCC is having smaller standard deviation. Explain why the results of beta and standard deviation can be different even
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Sixcent is having higher beta while HSCC is having smaller standard deviation. Explain why the results of beta and standard deviation can be different even though both of them are measuring risk (Sixcent beta =1.55 ,Sixcent Sd = 7.25%) (.HSCC standard deviation =7.23%, HSCC beta =1.55)
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Securitisation Derivatives A Practioner's Handbook
Authors: Mark Aarons, Vlad Ender, Andrew Wilkinson
1st Edition
1119532272, 978-1119532279
