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Ex. Following are the estimates from the single index market model for stocks A and B. Find the average returns and standard deviations on stocks

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Ex. Following are the estimates from the single index market model for stocks A and B. Find the average returns and standard deviations on stocks A and B given that the average return on the market index (m) was 10% and its standard deviation was 20%. Stock a B 02 A -1.3 0.8 100 2.4 1.2 50 RELATION between ij, Bi and Bi Cij = Bi Bi om? Ex. Find Pas given Om = 20% and Stock B o 0.8 35 B 1.2 25 Ex. Following are the estimates from the single index market model for stocks A and B. Find the average returns and standard deviations on stocks A and B given that the average return on the market index (m) was 10% and its standard deviation was 20%. Stock a B 02 A -1.3 0.8 100 2.4 1.2 50 RELATION between ij, Bi and Bi Cij = Bi Bi om? Ex. Find Pas given Om = 20% and Stock B o 0.8 35 B 1.2 25

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