4. The standard deviation of return of security Y is 20 per cent and of market portfolio...

Question:

4. The standard deviation of return of security Y is 20 per cent and of market portfolio is 15 per cent. Calculate beta of Y if

(a) Cor=0.70, =

(b) Cor +0.40, and

(e) Cor, -0.25.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: