Question
You have the following data on three stocks: STOCK STANDARD DEVIATION BETA A 10% 1.29 B 12% .69 C 20% .59 If you are a
You have the following data on three stocks: STOCK STANDARD DEVIATION BETA A 10% 1.29 B 12% .69 C 20% .59 If you are a strict risk minimizer, you would chose stock , if its to be held in a well diversified portfolio and stock , if it is to be held in isolation.
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Investment Risk Management
Authors: Yen Yee Chong
1st Edition
0470849517, 9780470849514
