Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation...

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Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation of ret

business finance

Answer 1

Answer #1

Beta = (Correlation * standard deviation of asset) / standard deviation of market

Beta = (0.6 * 0.3) / 0.2

Beta = 0.9

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Answer 2

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