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Which one of the following statements concerning the excess return is correct? Multiple Choice The greater the volatility of returns, the greater the expected excess
Which one of the following statements concerning the excess return is correct?
Multiple Choice
The greater the volatility of returns, the greater the expected excess return.
The lower the volatility of returns, the greater the expected excess return.
The lower the average rate of return, the greater the excess return.
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Stochastic Volatility In Financial Markets Crossing The Bridge To Continuous Time
Authors: Antonio Mele, Fabio Fornari
1st Edition
0792378423, 1461545331, 9780792378426, 9781461545330
