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6. (8 points) State of Probability Security Security Is this distribution symmetrical? @ Calculate the the world Returns X Returns covariance Calculate the variance of

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6. (8 points) State of Probability Security Security Is this distribution symmetrical? @ Calculate the the world Returns X Returns covariance Calculate the variance of the Market portfolio made up of 30% X and 70% of the Market. Boom .30 .15 .20 Find the Beta for the firm. Find the Normal ,40 .10 .07 correlation coefficient. What does beta measure? Recession .03 E(R) 10 E(R) 097 o = .0015 o = ? Stock X just paid a dividend of S2.0 a share. Growth is expected to be 8% for 6-years and then 3% there on. Given E(RM) = 9% and RF-4% and using the beta from abovw, find Pz. .30 .05

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