{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

Chapter 3 - correlation =(0.4/0.2*0.7 Stock As beta = 1.4...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Chapter 3 The standard deviation of stock returns for stock A is 40%. The standard deviation of the market return is 20%. If the correlation between Stock A and the market is 0.70, what is Stock A's beta? Beta= (STD deviation of stock returns for stock A/ STD deviation of mkt return)*
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: correlation. = (0.4/0.2)*0.7 Stock As beta = 1.4 http://money.msn.com/business-news/article.aspx? feed=OBR&date=20110126&id=12602375...
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online