Question
For stock PRQ, if its own standard deviation is 40%, its correlation coefficient with the market return is 0.45 and the market index has a
For stock PRQ, if its own standard deviation is 40%, its correlation coefficient with the market return is 0.45 and the market index has a standard deviation of 20%, what is PRQ's market beta?
| 0.90 | ||
| 0.45 | ||
| 1.10 | ||
| 1.00 |
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Health Care Finance Basic Tools For Nonfinancial Managers
Authors: Judith J. Baker, R.W. Baker, Neil R. Dworkin
5th Edition
1284118215, 978-1284118216
