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34.) The correlation coefficient between stock B and the market portfolio is 0.8. The standard deviation of stock B is 24 percent and the standard
34.)
The correlation coefficient between stock B and the market portfolio is 0.8. The standard deviation of stock B is 24 percent and the standard deviation of the market is 30 percent. Calculate the beta of the stock.
0.64 | ||
0.92 | ||
0.80 | ||
1.00 | ||
1.42 |
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