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state probability Return on A RETURN ON B POOR 35% -0.05 F0.1 NORMAL 15% 0.15 0.17 GOOD 50% 6.35 0.2 Weight a Weight b 1.7
state probability Return on A RETURN ON B POOR 35% -0.05 F0.1 NORMAL 15% 0.15 0.17 GOOD 50% 6.35 0.2 Weight a Weight b 1.7 what is the return of stock a what is the return on stockb what is the standard deviation on stocka what is the standard deviation of stock what is the return on stockb what is the standard deviation on stock a? what is the standard deviation of stock b what is the coefficient of variation to a? what is the return of the portfolio what is the coefficient of variation for b
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Handbook Of Financial Econometrics
Authors: Yacine Ait-Sahalia, Lars Peter Hansen
1st Edition
044450897X, 978-0444508973
