Consider the following asset returns: Asset Recession Pr…
Consider the following asset returns: Asset Recession Prob=0.2 Normal Prob=0.4 Boom Prob=0.4 Expected Return Stock A 2% 5% 10% Stock B 5% 5% 7% 5.80% Portfolio of A and B 3% 5% 9% What is the total risk for Stock B? Enter your answer as a whole number percentage to two decimal places, round to the nearest hundredth (e.g., 12.65 not .13).
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