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Quiz · 4 questions

🎢 Risk & Return

Volatility, covariance, and the price of shake

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Quiz

01A stock goes +10% then −10%. Total return?
02Stock has daily σ = 1%. Approximate annual σ?
03Two stocks both σ = 20%, correlation ρ = 0. 50/50 portfolio σ ≈?
04Why is the risk-free rate the foundation of every other rate?
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