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[DOC File]Standard deviation - 物理學系
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In finance, standard deviation is a representation of the risk associated with a given security (stocks, bonds, property, etc.), or the risk of a portfolio of securities. Risk is an important factor in determining how to efficiently manage a portfolio of investments because it determines the variation in returns on the asset and/or portfolio ...
standard deviation in investing

[DOC File]Ace MBAe Finance Specialization - Home
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It is possible that a firm that has a high level of fundamental risk and a large standard deviation of return on stock can have a lower level of systematic risk because its variability of earnings and stock price is not related to the aggregate economy or the aggregate market. Therefore, one can specify the risk premium for an asset as: Summary:
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[DOC File]FIN432
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C. expected return equal to half the stock's standard deviation. D. standard deviation equal to half the stock's expected return. Answer: D. CFA4.3 Which of the following is least likely to affect the required rate of return on an investment? A. Real risk free rate. B. Asset risk premium. C. Expected rate of inflation.
standard deviation in finance

[DOCX File]FINC 712: Portfolio Theory
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The standard deviation of the risk-free investment is zero by definition The variance of the risky investment is: σ2 = .6(.5 - .22)2 + .4(-.2 - .22)2 = 0.1176
risk and return standard deviation

[DOCX File]CHAPTER 1
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e.A stock with a high standard deviation may contribute less to portfolio risk than a stock with a lower standard deviation. f.The contribution of a stock to the risk of a well-diversified portfolio depends on its market risk. g.A well-diversified portfolio with a beta of 2.0 is twice as risky as the market portfolio.
define investment risk

[DOC File]Problem 1:
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Calculate the total risk (standard deviation) of a portfolio, where 1/8 of your money is invested in stock A, and 7/8 of your money is invested in stock B. (Hint: use both the method with the formula for the risk of a portfolio (i.e., using the covariance) and the method of calculating the variance (and standard deviation) from the portfolio ...
investment standard deviation

[DOC File]FIN432
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Standard deviation 20% Standard deviation 12%. Beta 1.3 Beta 1.0. If the risk-free rate is 5%, calculate and compare the Sharpe Ratio and the Treynor Index for both Your Portfolio and The Market. Did your portfolio beat the market on a risk-adjusted basis? …
standard deviation stock risk

CHAPTER 1
Standard Deviation. Investment Expected Return of Expected Returns. A 12.2% 7%. B 8.8% 5%. Investment A because it has the highest expected return. Investment A because it has the lowest relative risk. Investment B because it has the lowest absolute risk. Investment B because it has the lowest coefficient of variation.
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Chapter 20
d. Standard deviation is the measure of risk which determines a portfolio's equilibrium return. (a, moderate) 20. The expected return on the market for next period is 16 percent. The risk free rate of return is 7 percent, and Alpha Company has a beta of 1.1. The market risk premium is. a. 9.9 percent. Answer: Market risk premium = 16 - 7. b. 9 ...
standard deviation in investing

Standard deviation investment risk