Question
You are considering two investments, A and B, with the following information: State of economy Probability A B Pessimistic 0.25 -5% 12% Most likely 0.50
You are considering two investments, A and B, with the following information:
State of economy | Probability | A | B |
Pessimistic | 0.25 | -5% | 12% |
Most likely | 0.50 | 8% | 8% |
Optimistic | 0.25 | 12% | -5% |
| What is the range for each investment, A and B? What is the expected return for each investment, A and B? What is the standard deviation for a portfolio consist of both Stock A and B? Which stock is riskier? What is the correlation coefficient between stock A and stock B? What is Beta for a portfolio consist of both Stock A and B? (assume A is the market portfolio? What is the covariance for a portfolio consist of both Stock A and B? What is the expected return for a portfolio consist of both Stock A and B with 60% of the fund invested in stock A and remaining in Stock B? What is the standard deviation for each investment, A and B? |
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Bitcoin Cash What You Need To Know About Bch
Authors: Alexander O. M.
1st Edition
1976721229, 978-1976721229
