investment mangmant

MC Qu. 07 A stock has a correlation with the market. A stock has a correlation with the market of 0.50. The standard deviation of the market is 26%, and the standard deviation of the stock is 32%. What is the stock's beta? 1.63 0.62 0.41 0.38 MC Qu. 08 You find that the annual Sharpe ratio for stock ... You find that the annual Sharpe ratio for stock A returns is equal to 1.98. For a 5-year holding period, the Sharpe ratio would equal 1.13 11.18 4.43 0.89 MC Qu. 02 A portfolio is composed of two stocks, A and B. Stock... A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 30%, while stock B has a standard deviation of return of 21 %. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is .055, the correlation coefficient between the returns on A and B is 514 308 .206 108 MC Qu. 09 The expected return of a portfolio . The expected return of a portfolio is 9.2%, and the risk-free rate is 2%. If the portfolio standard deviation is 15%, what is the reward-to-variability ratio of the portfolio? 0.39 0.48 0.63 0.52