Question
Use the following information: Stock A B Good state 10% 17% Bad state 2% -1% Assume there is 60% probability that the good state occurs
Use the following information:
Stock A B
Good state 10% 17%
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? (Please use 5 decimal places, this should be written in percentage, so an answer of 23.143% should be written as .23143)
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Financial Management For Decision Makers
Authors: Peter Atrill
8th Edition
129213433X, 978-1292134338
