Standard deviation calculations are the following: HT 20%, COLL 11.2%, OM 15.2%, USR 18.8%, and T-Bills...
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Standard deviation calculations are the following: HT 20%, COLL 11.2%, OM 15.2%, USR 18.8%, and T-Bills 0%. Which of the following has the widest dispersion around the expected return; which is most narrow? Economy Prob. T-Bills HT Coll USR MP Recession 0.1 3.0% -29.5% 24.5% 3.5% -19.5% Below avg Average Above avg Boom 0.4 0.2 0.1 0.2 3.0% -9.5% 10.5% -16.5% -5.5% 3.0% 12.5% -1.0% 0.5% 7.5% 3.0% 27.5% -5.0% 38.5% 22.5% 3.0% 42.5% -20.0% 23.5% 35.5% Standard deviation calculations are the following: HT 20%, COLL 11.2%, OM 15.2%, USR 18.8%, and T-Bills 0%. Which of the following has the widest dispersion around the expected return; which is most narrow? Economy Prob. T-Bills HT Coll USR MP Recession 0.1 3.0% -29.5% 24.5% 3.5% -19.5% Below avg Average Above avg Boom 0.4 0.2 0.1 0.2 3.0% -9.5% 10.5% -16.5% -5.5% 3.0% 12.5% -1.0% 0.5% 7.5% 3.0% 27.5% -5.0% 38.5% 22.5% 3.0% 42.5% -20.0% 23.5% 35.5%
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Related Book For
Data Analysis and Decision Making
ISBN: 978-0538476126
4th edition
Authors: Christian Albright, Wayne Winston, Christopher Zappe
Posted Date:
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