Question
If the standard deviation of returns for the Lafayette Restaurant is 15 percent, the standard deviation of returns for the market portfolio is 12 percent,
If the standard deviation of returns for the Lafayette Restaurant is 15 percent, the standard deviation of returns for the market portfolio is 12 percent, and the beta of the Lafayette Restaurant is .75, what is the correlation coefficient for the restaurants of the Lafayette Restaurant and the market portfolio?
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Mathematical Control Theory And Finance
Authors: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria Do Rosário Grossinho
2008th Edition
3540695311, 978-3540695318
