An investment analyst estimates the following probabilities of return depending on the state of the economy. Business conditions Boom Good Normal Recession Poor Probability 0.05 0.25 0.40 0.25 0.05 Petronas share return % 12 10 4 -2 -7 Maxis share return % 26 12 8 -6 -22 Berjaya share return % 41 23 12 -27 -55 Compute the expected rate of return and Expected risk of the above shares What are their Shape Ratios?

An investment analyst estimates the following probabilities of return depending on the state of the economy. Business conditions Boom Good Normal Recession Poor Probability 0.05 0.25 0.40 0.25 0.05...

An investment analyst estimates the following probabilities of return depending on the state of the economy.

Business conditions	Boom	Good	Normal	Recession	Poor
Probability	0.05	0.25	0.40	0.25	0.05
Petronas share return %	12	10	4	-2	-7
Maxis share return %	26	12	8	-6	-22
Berjaya share return %	41	23	12	-27	-55

Compute the expected rate of return and

Expected risk of the above shares

What are their Shape Ratios?

Jun 04, 2022

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