Question
Using the information below, answer the following question: Standard Deviation Beta Security X 25% 1.50 Security Y 35% 0.90 Which security has a higher idiosyncratic
Using the information below, answer the following question: Standard Deviation Beta Security X 25% 1.50 Security Y 35% 0.90 Which security has a higher idiosyncratic risk?
a.
| Equal idiosyncratic risk. | ||
| B. | Y | |
| C. | Can not say. | |
| D. | X |
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Financial Sector Reform And Privatization In Transition Economies
Authors: John Doukas, Victor Murinde, Clas Wihlborg
1st Edition
044482653X, 9780444826534
