Question
Consider the following information: If market return is -10%, the stock return is equal to 0%. If market return is 10%, the stock return is
Consider the following information:
If market return is -10%, the stock return is equal to 0%.
If market return is 10%, the stock return is equal to 20%.
What is the Beta of that stock?
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Financial Markets and Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakins
5th edition
321280299, 321280296, 978-0321280299
