Question
State Probability Return on A Return on B Boom 0.15 0.08 Bust.4 0.05 0.20 What is the standard deviation of a portfolio with one -quarter
State Probability Return on A Return on B Boom 0.15 0.08 Bust.4 0.05 0.20 What is the standard deviation of a portfolio with one -quarter of the funds in A? Multiple Choice a 0.08% b.0.89% c.3296 d. 103% e 0.65%
State Probability Return on A Return on B Boom .6 0.15 0.08 Bust 40.05 0.20 What is the standard deviation of a portfolio with one-quarter of the funds in A? Multiple Choice a .0.0896 b.0,89% C 3.2% d. 1.03% e. 0.6596
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Finance Applications And Theory
Authors: Marcia Cornett, Troy Adair, John Nofsinger
2nd Edition
0073530670, 9780073530673
