投资学答案bkmsol ch24第24章组合绩效评估.pdfVIP

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投资学答案bkmsol ch24第24章组合绩效评估.pdf

CHAPTER 24: PORTFOLIO PERFORMANCE EVALUATION 1. a. Arithmetic average: r ABC = 10% ; = 10% b. Dispersion: σABC = 7.07%; = 13.91% Stoc has greater dispersion. (Note: We used 5 degrees of alculating

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