Question
Suppose you have two portfolios of two assets each. Portfolio A has a standard deviation of 0.35 and Portfolio B has a standard deviation of
Suppose you have two portfolios of two assets each. Portfolio A has a standard deviation of 0.35 and Portfolio B has a standard deviation of 0.15. Which portfolio most likely has a bigger difference between the geometric average return and the expected return (arithmetic average)?
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Financial Shenanigans How To Detect Accounting Gimmicks And Fraud In Financial Reports
Authors: Howard M. Schilit, Jeremy Perler, Yoni Engelhart
4th Edition
126011726X, 9781260117264
