The standard deviation of Stock As returns is 40%, while the markets return standard deviation is 20%.

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The standard deviation of Stock A’s returns is 40%, while the market’s return standard deviation is 20%. If the correlation between Stock A and the market is 0.70, what is Stock A’s beta?

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Financial Management Theory And Practice

ISBN: 9781439078105

13th Edition

Authors: Eugene F. Brigham, Michael C. Ehrhardt

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Question Posted: Sep 19, 2024 06:04 AM

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The standard deviation of Stock As returns is 40%, while the markets return standard deviation is 20%. If the correlation between Stock A and the market is 0.70, what is Stock As beta?
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The standard deviation of Stock As returns is 40%, while the markets return standard deviation is 20%.

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Financial Management Theory And Practice

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