Question
If the Standard Deviation of stock returns for Stock B is 40%, and the standard Deviation of market returns is 60% and the statistical correlation
If the Standard Deviation of stock returns for Stock B is 40%, and the standard Deviation of market returns is 60% and the statistical correlation between Stock A and the overall market is 0.8.
What is the beta value and explain the expected risk premium for investors with this beta value compared to the market average for returns on investment?
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Governing Global Finance
Authors: Michele Fratianni, Paolo Savona
1st Edition
1138742147, 978-1138742147
