In isolation stock arsquos standard deviation sigma 10


In isolation, stock A’s standard deviation ( σ ) = 10%, stock B’s σ = 15%, and stock C’s σ = 20%. In a portfolio, stock A’s beta ( β ) = 2, stock B’s β = 1.5, and stock C’s β = 1.0. Which of the following is true?

In isolation, B is riskier than C, in a portfolio, C is riskier than A, in a portfolio, B is riskier than C, in isolation, A is riskier than B

Request for Solution File

Ask an Expert for Answer!!
Financial Management: In isolation stock arsquos standard deviation sigma 10
Reference No:- TGS01252278

Expected delivery within 24 Hours