Question
The risk free interest rate is 0.01 and the market portfolio has an expected return of 0.08 and standard deviation of 0.12. What is the
The risk free interest rate is 0.01 and the market portfolio has an expected return of 0.08 and standard deviation of 0.12. What is the expected return on a stock with standard deviation of 0.15 and covariance with the market of 0.015?
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Fundamentals Of Futures And Options Markets
Authors: John Hull
9th Global Edition
1292422114, 9781292422114
