Question
A stock has a standard deviation of 20.6 percent and a covariance with the market of .0148. The market has a standard deviation of 14.5
A stock has a standard deviation of 20.6 percent and a covariance with the market of .0148. The market has a standard deviation of 14.5 percent. What is the beta of this stock?
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Principles of Corporate Finance
Authors: Richard Brealey, Stewart Myers, Franklin Allen
13th edition
1260013901, 1260565553, 978-1260013900
