Question
Stocks A, B, and C have expected returns of20percent,20percent, and15percent, respectively, while their standard deviations are45percent,30percent, and30percent, respectively. If you were considering the purchase of
Stocks A, B, and C have expected returns of20percent,20percent, and15percent, respectively, while their standard deviations are45percent,30percent, and30percent, respectively. If you were considering the purchase of each of these stocks as the only holding in your portfolio and the risk-free rate is 0 percent, which stock should you choose?(Round answers to 2 decimal places, e.g. 15.25.)
Coefficient of variation of Stock A?
Coefficient of variation of Stock B?
Coefficient of variation of Stock C?
Which one should I choose?
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Exchange Rates and International Finance
Authors: Laurence Copeland
6th edition
273786040, 978-0273786047
