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State of Economy Probability of State of Economy Stock A Stock B TSX Boom .30 30% -9% 18% Normal .40 16% 12% 10% Recession .30
|
State of Economy | Probability of State of Economy |
Stock A |
Stock B |
TSX |
| Boom | .30 | 30% | -9% | 18% |
| Normal | .40 | 16% | 12% | 10% |
| Recession | .30 | -10% | 20% | -10% |
- Calculate the risk for stock B.
- Calculate the risk for the TSX.
- Calculate the covariance and correlation of the returns for stock A and stock B.
- Calculate the covariance and correlation of the returns for stock A and the TSX.
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Advice And Assistance Of The Court Of Audit To Public Authorities Critical Analysis Of Law 5516
Authors: Thami Boudiab
1st Edition
6205921456, 978-6205921456
