Friday, 12 August 2011

Safety is the expected rate of return is 6%, standard deviation, yield 30%, the correlation coeffic?

Question Bo :? Safety is the expected rate of return is 6%, standard deviation, yield 30%, the correlation coeffic Safety is the expected rate of return is 6%, standard deviation, yield 30%, the correlation coefficient of -0.25 with the market, and the beta coefficient is -0.5. Security B is the expected return of 11%, the standard deviation of return of 10%, 0.75 correlation with the market and a beta coefficient of 0.5. That security is risky? Why? Reply Reply by Pete E a smaller standard deviation. By definition, a measure of the deviation from the expected

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