Question
1. The beta of a stock is 0.50 and the standard deviation of its expected returns is 10%. The standard deviations of the market return
1. The beta of a stock is 0.50 and the standard deviation of its expected returns is 10%. The standard deviations of the market return is 15%. Find the correlation coefficient between the expected returns on the stock and the market.
A. 0.32 B. 0.46 C. 0.58 D. 0.67 E. 0.75
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Environmental Finance And Investments
Authors: Marc Chesney, Jonathan Gheyssens, Anca Claudia Pana, Luca Taschini
2nd Edition
366248174X, 978-3662481745
