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The market and ABCs Stock have the following probability distributions: Probability r m r j 0.3 12% 13% 0.4 5 4 0.3 15 12 Calculate
- The market and ABCs Stock have the following probability distributions:
| Probability | rm | rj |
| 0.3 | 12% | 13% |
| 0.4 | 5 | 4 |
| 0.3 | 15 | 12 |
- Calculate the expected rates of the reutnrs for the market and ABCs stock.
- Calculate the standard deviations for the market and ABCs stock.
- If the risk free rate is 2%, calculate the Sharpe ratio for the market and ABCs stock.
Please solve without excel
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Capital As Power
Authors: Jonathan Nitzan, Shimshon Bichler
1st Edition
0415496802, 978-0415496803
