Let the rates of return on stocks A, B, and C be given in the following...
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Let the rates of return on stocks A, B, and C be given in the following table A. B. State Probability RR RR RR Boom 0.3 43.00% 1.00% 11.00% Normal 0.5 15.00% 12.00% 13.00% Recession 0.2 2.00% 25.00% 5.00% The Standard deviations of RA, RB, and RC. respectively are CA 15.34%, oB- 10.67%, oc 3.026-% GA - 15.34%, oB= 8.34%, oc-3.026% CA - 15.34%, opB d.- 10.67%, oc GA- 18.78%, oB" a. 10.67%, oc 6.27=% Ob. 4.55- % Let the rates of return on stocks A, B, and C be given in the following table A. B. State Probability RR RR RR Boom 0.3 43.00% 1.00% 11.00% Normal 0.5 15.00% 12.00% 13.00% Recession 0.2 2.00% 25.00% 5.00% The Standard deviations of RA, RB, and RC. respectively are CA 15.34%, oB- 10.67%, oc 3.026-% GA - 15.34%, oB= 8.34%, oc-3.026% CA - 15.34%, opB d.- 10.67%, oc GA- 18.78%, oB" a. 10.67%, oc 6.27=% Ob. 4.55- %
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The answer is option C Standard deviation of A Probability Return A P x Return A ... View the full answer
Related Book For
Elementary Statistics Picturing the World
ISBN: 978-0321911216
6th edition
Authors: Ron Larson, Betsy Farber
Posted Date:
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