Question
Based on the following information, make an estimate of the stock's beta: Month 1 = Stock +1.0%, Market +1.1% Month 2 = Stock +1.2%, Market
Based on the following information, make an estimate of the stock's beta: Month 1 = Stock +1.0%, Market +1.1% Month 2 = Stock +1.2%, Market +1.4% Month 3 = Stock -1.5%, Market -2.0%.
Question 9 options:
A. Beta is greater than 1.0.
B. Beta is less than 1.0.
C. Beta equals 1.0.
D. There is no consistent pattern of returns.
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Smart Supply Chain Finance
Authors: Hua Song
1st Edition
9811659966, 978-9811659966
