Question
State Probability Return on Stock X Return on Stock Y Boom 60 0.15 0.08 Bust 40 0.05 0.20 What is the standard deviation of Stock
| State | Probability | Return on Stock X | Return on Stock Y |
| Boom | 60 | 0.15 | 0.08 |
| Bust | 40 | 0.05 | 0.20 |
What is the standard deviation of Stock X? What is the expected return on a portfolio that is equally weighted amongst Stocks X&Y, and a risk free asset? The expected return on the risk-free asset is 4%. Is the answer 8.9, 9.3, 10.1 or 11.8?
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Multifractal Detrended Analysis Method And Its Application In Financial Markets
Authors: Guangxi Cao, Ling-Yun He, Jie Cao
1st Edition
9811079153, 978-9811079153
