Principles of Corporate Finance

(Barry) #1

International Risk


Taiwan 3.80 .120 .47


Kazakhstan 2.36 .147 .35


Brazil 3.80 .160 .62


Argentina 3.52 .416 1.46


σ Ratio coefficienCorrelatiotn Beta


Source: The Brattle Group, Inc.
σ Ratio - Ratio of standard deviations, country index vs. S&P composite index

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