Let's say stock A and stock B have the same expected return. The correlation coefficient between stock A and market port
Posted: Sun Jun 05, 2022 10:40 am
Let's say stock A and stock B have the same expected
return.
The correlation coefficient between stock A and market portfolio is
twice that of stock B and market portfolio.
If CAPM is established and the standard deviation of stock A is
10%,
What is the standard deviation of stock B?
Write down to the natural number in % units.
return.
The correlation coefficient between stock A and market portfolio is
twice that of stock B and market portfolio.
If CAPM is established and the standard deviation of stock A is
10%,
What is the standard deviation of stock B?
Write down to the natural number in % units.