Mutual fund XYZ has a beta of 1.5, a standard deviation of 12%, and a correlation to
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Mutual fund XYZ has a beta of 1.5, a standard deviation of 12%, and a correlation to the S&P 500 of 0.80. How much return of fund XYZ is due to the S&P 500?
a. 20%.
b. 64%.
c. 80%.
d. 100%.
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Related Book For
Fundamentals Of Financial Planning
ISBN: 9781936602094
3rd Edition
Authors: Michael A Dalton, Joseph Gillice
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