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The market and Stock J have the following probability distributions. Calculate the standard deviations for the Stock J. Probability r M r J 0.3 -10%
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The market and Stock J have the following probability distributions. Calculate the standard deviations for the Stock J.
Probability r M r J 0.3 -10% 10% 0.4 20% 18% 0.3 25% 30% 6.22%
14.87%
12.50%
3.85%
7.81%
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Volatility Trading
Authors: Euan Sinclair
2nd Edition
1118347137, 9781118347133
