ch5_1 - 10.00 r(s)-E[r] p(s)[r(s)-E[r])^2-47.00...

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Scenario Prob: p(s) HPR: r(s) p(s)r(s) 1 Severe recession 0.05 -37 -1.85 2 Mild recession 0.25 -11 -2.75 3 Normal growth 0.40 14 5.60 4 Boom 0.30 30 9.00 E[r] (%)=
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Unformatted text preview: 10.00 r(s)-E[r] p(s)[r(s)-E[r])^2-47.00 110.45-21.00 110.25 4.00 6.40 20.00 120.00 Var (r ) = 347.10 SD[r] (%) = 18.63...
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ch5_1 - 10.00 r(s)-E[r] p(s)[r(s)-E[r])^2-47.00...

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