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Aryan Trading invests RM40,000 in portfolio which consists of stocks BIT and SIT. Stock SIT is valued at RM12,000
| Keadaan ekonomi (Economic condition) | Kebarangkalian (Probability) | Pulangan (Return) |
| Saham BIT (Stock BIT) | Saham SIT (Stock SIT) |
| Baik (Boom) | 5% | 11% | 5% |
| Sederhana (Normal) | 85% | 8% | 6% |
| Buruk (Recession) | 10% | -5% | 8% |
Calculate :
1.Expected returns for this portfolio investment?
- . (Standard Deviation for this portfolio investment)
- (Coefficient variation for this portfolio investment)
(3 markah / marks)
- (Briefly discuss the implication of efficient market hypothesis to our financial market).
Answer & Explanation
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