Latane, H, Rendleman, RJ (1976) Standard deviation of stock price ratios implied in option prices. Journal of Finance 31: pp. 369-381Standard deviations of stock price ratios implied in option prices - Latane, Jr, et al. - 1976H. A. Latane and R. J. Jr. Rendleman, "Standard ...
Stock Y has a standard deviation of return of 20%. The correlation coefficient between stocks is 0.5. If you invest 60% of the funds in stock X and 40% in stock Y, what is the standard deviation of a portfolio? A. 10% B. 20% C. 12.2% D. None of the above E. nswer: C ...
Stock B also has a standard deviation of 10.00. If the correlation coefficient between these stocks is - 1.00, what is the covariance between these two stocks?A. 1.00.B. 0.00.C. -100.00. 正确答案:C 分享到: 答案解析: Covariance = correlation coefficient × standard deviationStock 1× ...
Assume the standard deviation of the returns on ABC stock increases. The effect of this change on the value of the call options on ABC stock is measured by which one of the following? A. theta. B. vega. C. rho. D. delta. E. gamma. 相关知识点: 试题来源: 解析 B 反馈 收藏...
What is the standard deviation of a portfolio if you invest 30% in stock one (standard deviation of 4.6%) and 70% in stock two (standard deviation of 7.8%) if the correlation coefficient for the two stocks is 0.45?A. 0.38%.B. 6.20%.C. 6.83%. 正确答案:B 分享到: 答案解析: The ...
Doppler standard deviation imaging for clinical monitoring of in vivo human skin blood flow. “Standard Deviation of Stock Price Ratios Implied by Option Prices.” A verification of some methods to determine the fluxes of momentum, sensible heat, and water vapour using standard deviation and str.....
If the standard deviation of stock A is 7.2 percent, the standard deviation of stock B is 5.4 percent, and the covariance between the two is - 0. 0031, what is the correlation coefficientA.-0..B.-0.80.C.-0.19.的答案是什么.用刷刷题APP,拍照搜索答疑.刷刷题(
Earnings Standard Chartered plc(SCBFF) $13.30-0.06(-0.45%) February 10, 2025 3:59 PMESTVolume: 8,076 USDOTC Pink CurrentDelayed PriceMarket Closed Earnings High Target Price 18.00 Mean Target Price 18.00 Low Target Price 18.00 Standard Deviation: ...
Standard Deviation is used to measure risk on a given investment. The higher the standard deviation, the riskier the investment, the lower the standard deviation, the less risky the investment.Answer and Explanation: In this case; PortfolioReturn=∑n=1xPiRi Where Pi is the probability of ...
For stock prices, the original data is in dollars and variance is in dollars squared, which is not a useful unit of measure. Standard deviation is simplythe square root of the variance, bringing it back to the original unit of measure and making it much simpler to use and interpret. ...