Question
A stock has a correlation with the market of .45. The standard deviation of the market is 21%, and the standard deviation of the stock
A stock has a correlation with the market of .45. The standard deviation of the market is 21%, and the standard deviation of the stock is 35%. a. What is the covariance between the market and the stock? (This part is related to Chapter 6, correlation.) b. Calculate the stock beta.
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Routledge Handbook Of Financial Technology And Law
Authors: Iris Chiu, Gudula Deipenbrock
1st Edition
0367344149, 978-0367344146
