KDD 3 30% 2910 2 3.7 Activit...ercises.pdf 2 Activities ...lutions.pdf W ecom053.200155917.00 FEE ECO BB1+ A A DE X2 A- akA A A. 15. g AaBbCeDd AABBCCD AaBbCcDc AaBbcc EX in 1 2 XA choose more than one answers, then the question will not be marked. Each multiple choice question counts for 6 points. Answers and calculations (when requested) should be provided in a Word document that you will create from scratch. Question 1 The market has a standard deviation of 20% whereas the stock XYZ has a standard deviation of 50%. The correlation coefficient between the stock return and the market return is 0.7. The beta of stock XYZ is (to 1 decimal place): a) 1.2 b) 1.8 c) 0.4 d) 1.7 Show your calculations. I [6 marks]