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Find the BETA for stock X in the following case State of nature Probability Stock X Market Portfolio 1 0.15 -10.00 6.00 2 0.35 12.00
Find the BETA for stock X in the following case
| State of nature | Probability | Stock X | Market Portfolio |
| 1 | 0.15 | -10.00 | 6.00 |
| 2 | 0.35 | 12.00 | 10.00 |
| 3 | 0.35 | 26.00 | 15.00 |
| 4 | 0.15 | 18.00 | 12.00 |
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Quantitative Trading
Authors: Ernest P. Chan
2nd Edition
1119800064, 978-1119800064
