Question
Suppose that annual return on two stocks (A and B) are perfectly negatively correlated and that returns on A and B are %5 and %15
Suppose that annual return on two stocks (A and B) are perfectly negatively correlated and that returns on A and B are %5 and %15 respectively. Besides standard deviation of the annual returns are %10 and %40 respectively. What must the 1-year interest be?
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Financial Statement Analysis
Authors: Andrew P.C.
1st Edition
1520985002, 978-1520985008
