In addition to the assumption in the previous question, assume rindex has a mean of 0.05% and
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In addition to the assumption in the previous question, assume rindex has a mean of 0.05% and a standard deviation of 1.5%. What is the expected value of rXYZ? What is the standard deviation of rXYZ?
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The expected value of rXYZ is 007 To calculate the variance of rXYZ we start by reexpr...View the full answer
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
Question Posted:
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