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Shibafox
Mar 20, 2010, 07:42 PM
Security A has an expected return of 7%, a standard deviation of returns of 35%, a correlation coefficient with the market of -0.3, and a beta coefficient of -1.5. Security B has an expected return of 12% , a standard deviation of returns of 10% , a correlaion with the market of 0.7, and a beta coefficeint of 1.0.Which security is riskier and Why?

morgaine300
Mar 21, 2010, 05:10 AM
Please see the guidelines for posting homework:
https://www.askmehelpdesk.com/finance-accounting/announcement-font-color-ff0000-u-b-read-first-expectations-homework-help-board-b-u-font.html