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10 0 0.9 0.5 The correlation coefficient between a stock and the market portfolio is 0.6. The standard deviation of return of the stock
10 0 0.9 0.5 The correlation coefficient between a stock and the market portfolio is 0.6. The standard deviation of return of the stock is 20 percent and that of the market portfolio is 15 percent Calculate the beta of the stock. Multiple Choice 0.8
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Personal Finance
Authors: Thomas Garman, Raymond Forgue
12th edition
9781305176409, 1133595839, 1305176405, 978-1133595830
