Data from the last nine decades for the broad U.S. equity market yield the following statistics: average
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Data from the last nine decades for the broad U.S. equity market yield the following statistics: average excess return, 8.3%; standard deviation, 20.1%. what must have been the average coefficient of risk aversion?
Related Book For
ISE Investments
ISBN: 9781260571158
12th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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