Question
find the expected return of a stock if the correlation coefficient between the stock return and market return is .678, the variance of the stocks
find the expected return of a stock if the correlation coefficient between the stock return and market return is .678, the variance of the stocks returns is .0456, the variance of markets return is .0567. assume a risk free rate of 2% and a market risk premium of 11%
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The Money Markets Handbook A Practitioners Guide
Authors: Moorad Choudhry
1st Edition
0470821507, 978-0470821503
