Rendernents moyens ecart type Kurto Béta Citigroup 0,01% out of 0,50% 0,8 0,5 Bank of America 0,35% 0,20% -0,8 1,2 S&P 500 0,24% 0,04% Libor 3 mois 0,18% Euribor 1 mois 0,12% FTSE100 0,30% 0,05% La correlation entre Bank of America et Eurbor mas est oe Select one DFocus

Survey of Accounting (Accounting I)
8th Edition
ISBN:9781305961883
Author:Carl Warren
Publisher:Carl Warren
Chapter9: Metric-analysis Of Financial Statements
Section: Chapter Questions
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the correlation of Bank of America and Euribor 1 is :-

- 1
- -1
- 0

 

Average yields

Standard deviation

Kurto

Beta

Citigroup

0,01%

0,50%

0,8

0,5

Bank of america

0,35%

0,20%

-0,8

1,2

S&P

0,24%

0,04%

 

 

Libor 3 mois

-0,18%

 

 

 

Euribor 1 mois

-0,12%

 

 

 

FTSE100

0,30%

0,05%

 

 

Rendernents moyens
ecart type
Kurto
Béta
Citigroup
0,01%
out of
0,50%
0,8
0,5
Bank of America
0,35%
0,20%
-0,8
1,2
S&P 500
0,24%
0,04%
Libor 3 mois
0,18%
Euribor 1 mois
0,12%
FTSE100
0,30%
0,05%
La correlation entre Bank of America et Eurbor
mas est oe
Select one
DFocus
Transcribed Image Text:Rendernents moyens ecart type Kurto Béta Citigroup 0,01% out of 0,50% 0,8 0,5 Bank of America 0,35% 0,20% -0,8 1,2 S&P 500 0,24% 0,04% Libor 3 mois 0,18% Euribor 1 mois 0,12% FTSE100 0,30% 0,05% La correlation entre Bank of America et Eurbor mas est oe Select one DFocus
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