Question
A stock has an expected return of 15%, the stocks correlation with the market is 0.80, the standard deviation of the market is 12%, and
A stock has an expected return of 15%, the stocks correlation with the market is 0.80, the standard deviation of the market is 12%, and the CAPM beta of the stock is 1.42. What is the standard deviation of the stock?
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International Financial Management
Authors: Jeff Madura
2nd Edition
0314430296, 978-0314430298
