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compute the standard deviation / volatility, the beta and the correlation for below example. Can you please explain how to solve this problem? Month Dec
compute the standard deviation / volatility, the beta and the correlation for below example. Can you please explain how to solve this problem?
Month Dec 07 07 Oct 07 Sep 07 Aug 07 Jul 07 Market return Vola (monthly) Vola (Annualised) Beta Correlation Brealey Myers Marcus, 6th ed, p342 % -0,86 -4,40 1,48 3,58 1,29 -3,20 Ford Motor Co Stock price change % -10,39 -15,33 4,48 8,71 -8,23 -9,66
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Contemporary Financial Management
Authors: James R Mcguigan, R Charles Moyer, William J Kretlow
10th Edition
978-0324289114, 0324289111
