Question
State of Nature - probability - Return on Stock A - Return on Stock M Recession ........... 25% .......... -.08 ......... -.04 Slow Growth ........
State of Nature - probability - Return on Stock A - Return on Stock M
Recession ........... 25% .......... -.08 ......... -.04
Slow Growth ........ 50% ........... .14 .......... .20
Expansion .......... 25% ........... .28 ........... .16
Which of the following comes closest to the expected return of Stock A and the standard deviation of Stock M?
| a. | .12 and .1288 respectively | |
| b. | .12 and .0995 respectively | |
| c. | .11 and .0769 respectively | |
| d. | .12 and .0695 respectively | |
| e. | .11 and .0409 respectively |
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The Routledge Handbook Of Responsible Investment
Authors: Tessa Hebb, James Hawley, Andreas Hoepner, Agnes Neher, David Wood
1st Edition
0415624517, 978-0415624510
