CMA Study Group

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  • 1.  standard deviation

    Posted 01-23-2015 07:44 AM
    Hello everyone, in a question in gleim he mentioned that the standard deviation measures the non systematic risk but I think the standard deviation measures both systematic and non systematic risk because it measures the dispersion of the expected return and that data available for the measurement reflects the possible returns so that reflects the variation that result from both systematic and non systematic risk
    Because possible returns reflect expectations of any market changes and any changes expected to be occurred in the firm's security
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    Mohamed Ahmed Abdel Mettal
    Accountant
    Oshena
    Alexandria
    Egypt
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