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Stock A has the following returns over the past periods. Calculate the downside risk measured by semi-variance? (answer with...

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Stock A has the following returns over the past periods. Calculate the downside risk measured by semi-variance? (answer with 4 decimal spaces) 0.0057 -0.0255 0.0621 -0.0879 -0.0983 0.0813 0.0356 -0.0015 -0.0307 0.0427 0.0297 0.0192

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To calculate the semi variance as a measure of downside risk you would follow these steps View the full answer


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Intermediate Financial Management

Intermediate Financial Management

ISBN: 978-1111530266

11th edition

Authors: Eugene F. Brigham, Phillip R. Daves

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Posted Date: August 31, 2023 01:53:20
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