The higher the standard deviation of returns on an asset, the _________ is the asset's _________
举一反三
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!)
- Assuming the standard deviation of market is 8%, of asset A is 25%，the Covariance of asset A and the market is 0.008. How much is the β of asset A A: 0.10 B: 1.25 C: 0.40 D: 1.60
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!) A: 0.5 or 50% B: 1 or 100% C: 0.1 or 10% D: .44 or 44%
- Relative to the underlying stock, a call option always has A: a higher beta and a higher standard deviation of return. B: a lower beta and a higher standard deviation of return. C: a higher beta and a lower standard deviation of return. D: a lower beta and a lower standard deviation of return.
- The covariance of the market"s returns with the stock"s returns is 0.007 and the standard deviation of the market"s returns is 0.15. What is the stock"s beta A: 0.23 B: 0.31 C: 0.57