Question
Use the following information: Stock A B Good state 10% 15% Bad state 2% -1% Assume there is 60% probability that the good state occurs
Use the following information:
Stock A B
Good state 10% 15%
Bad state 2% -1%
Assume there is 60% probability that the good state occurs and 40% chance the bad state occurs.
What is the standard deviation of stock A?
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
10th Edition
053875446X, 978-0538754460
