标题: CFA 1級 corporate finance 有關standard deviation 的問題 [打印本页]

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作者: ti4b33    时间: 2014-10-28 18:17     标题: 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!

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作者: adjani.zhang    时间: 2014-10-30 09:39

回复 1# ti4b33

   24%

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

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