Question
The expected return for Asset S is 25%, and it has a standard deviation of 15%. The expected return for Asset T is 10%, and
The expected return for Asset S is 25%, and it has a standard deviation of 15%. The expected return for Asset T is 10%, and it has a standard deviation of 7%. Which of the following is a CORRECT statement?
Asset T is the less risky investment of the two investments.
Asset S is the less risky investment of the two investments.
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Introduction To Machine Learning In Quantitative Finance An Advanced Textbooks In Mathematics
Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
