7: Risk, Return and the Capital Asset Pricing Model
Average (%) Median (%) Standard dev. (%) Min. (%) Max (%)
9 France 5.8 5.9 1.5 2.0 11.4
10 South Africa 6.3 6.0 1.4 3.0 11.8
11 China 8.1 7.0 3.5 3.9 20.0
12 Australia 5.9 6.0 1.6 3.0 15.0
13 Netherlands 5.2 5.0 1.2 2.5 11.6
14 Switzerland 5.2 5.0 1.1 3.0 9.6
15 Russia 7.9 7.0 3.4 2.7 25.0
16 India 8.0 8.0 2.4 2.3 16.0
17 Sweden 5.3 5.0 1.0 3.6 9.0
18 Chile 6.0 5.6 1.5 4.0 15.0
19 Austria 5.5 5.5 1.5 2.5 14.3
20 Belgium 5.6 5.5 1.1 3.0 8.1
21 Norway 5.8 5.0 2.0 3.5 14.0
22 Argentina 11.8 11.5 4.2 5.0 28.7
23 Colombia 8.1 7.8 3.8 2.0 20.5
24 Portugal 8.5 8.5 2.0 4.0 14.0
25 Denmark 5.1 5.0 1.8 2.0 14.0
26 Japan 5.3 5.0 2.4 2.0 16.7
27 Poland 6.3 6.0 1.5 4.4 10.0
28 Greece 15.0 16.5 4.7 6.5 23.0
29 Finland 5.6 5.4 1.6 3.5 12.0
30 New Zealand 5.6 5.5 1.4 2.0 8.0
31 Peru 7.8 7.5 2.5 3.5 15.0
32 Luxembourg 4.9 5.0 0.9 3.5 7.0
33 Turkey 7.9 7.0 3.3 2.5 18.0
34 Czech Republic 6.5 6.5 1.6 4.3 12.1
35 Israel 5.8 5.0 2.1 3.0 15.0
36 Indonesia 7.9 8.0 2.0 4.5 14.5
37 Korea 6.3 6.3 1.8 2.0 11.1
38 Taiwan 7.5 7.0 2.1 4.3 15.0
39 Ireland 6.8 6.3 2.4 2.7 12.3
40 Singapore 5.7 5.5 1.3 3.9 9.6
41 Hong Kong 7.0 6.0 2.4 3.5 12.0
42 Pakistan 11.1 11.5 5.3 2.5 19.0
43 Malaysia 6.4 6.8 1.5 3.4 8.8
44 Thailand 8.0 7.5 1.8 6.0 15.1
45 Hungary 8.3 8.9 2.3 5.0 13.8
46 Egypt 12.9 13.0 3.8 3.5 19.0
47 Kazakhstan 7.0 7.5 1.3 4.7 9.0
48 Nigeria 10.4 9.0 3.3 6.9 20.0
