Browse our collection of papers in
Cost of Capital

C/F/168. Estimate the average return, standard deviation and coefficient of variation for two assets

WORDS:
800
DATE:
2007
PRICE:
9.99 GBP

The works shows the average return, standard deviation and coefficient of variation for 2 assets. The work discusses why standard deviation and coefficient of variation is used and the 'preferred' asset is chosen. Given betas for both assets, CAPM expected return is worked out. The work then discusses why it is better to use betas rather the standard deviation to measure the risks of the assets. All of the calculations are included in the appendix.

 

KEYWORDS: Average return, standard deviation, coefficient of variation, average return, CAPM, be,

 
Other Papers On: Risk and Return
Other Papers On: Cost of Capital