上一主题:CFA一级 Interest Rate Risk的疑问
下一主题:Level 1 Ethnic 课后题 28
返回列表 发帖

CFA 1級 corporate finance 有關standard deviation 的問題

15. Bernard Bontebok borrows $5,000 at 8% and invests this together with $5,000 of his own money in a portfolio of common stocks.
If the stock portfolio has a standard deviation of 24%, what is the standard deviation of the return to Mr. Bontebok's investment?


Thank you!

回复 1# ti4b33

   24%

个人看法,use leverage to enhance their returns, not standard deviation

TOP

返回列表
上一主题:CFA一级 Interest Rate Risk的疑问
下一主题:Level 1 Ethnic 课后题 28