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You've collected the following historical rates of return for stocks A and B: Year (t) r A,t r B,t 2016 0.02 0.01 2015 0.08 0.05
You've collected the following historical rates of return for stocks A and B:
| Year (t) | rA,t | rB,t |
| 2016 | 0.02 | 0.01 |
| 2015 | 0.08 | 0.05 |
| 2014 | 0.1 | 0.07 |
The average annual return for stock A = 0.0667
What was the standard deviation of returns for stock A?
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Capital Markets Institutions Instruments And Risk Management
Authors: Frank J. Fabozzi
5th Edition
0262029480, 9780262029483
