Question: In isolation, stock A's standard deviation ( ? ) = 10%, stock B's ?= 15%, and stock C's ?= 20%. In a portfolio, stock A's
In isolation, stock A's standard deviation (
? ) = 10%, stock B's
?= 15%, and stock C's
?= 20%. In a portfolio, stock A's beta (
?) = 2, stock B's
?= 1.5, and stock C's
?= 1.0. Which of the following is true in isolation, A is riskier than B.
| in a portfolio, B is riskier than C. |
| in isolation, B is riskier than C. |
| in a portfolio, C is riskier than A. |
In isolation, stock A's standard deviation ( beta ?= 1.0. Which of the following is truein isolation, A is riskier than B.in a portfolio, B is riskier than C. in isolation, B is riskier than C. in a portfolio, C is riskier than A. beta ?= 1.5, and stock C's beta ?) = 2, stock B's sigma ?= 20%. In a portfolio, stock A's beta ( sigma ?= 15%, and stock C's sigma ? ) = 10%, stock B's
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