Let $\frac{?}{\text{b}\text{a}\text{r}}(r)$ represent the average value of a set of returns. When analysing historical data, we compute variance as $\frac{{\displaystyle \underset{t}{\overset{?}{}}}(r_t-(\frac{?}{\text{b}\text{a}\text{r}}(r)){)}^2}{n-1}.$

True

FalseThe market consists of two assets, $A$&$B,$ with equal market capitalisations. Asset A has a beta equal to or smaller than asset B$.$ The standard deviation of market returns is ${}_m=0\mathrm{.}146.$ The covariance between the two assets' returns is $0\mathrm{.}011.$ If the CAPM holds, what is the beta of asset A$?$

a$.,0\mathrm{.}304$

b$.-0\mathrm{.}209$

c$.0\mathrm{.}500$

d$.0\mathrm{.}119$

e$.0\mathrm{.}427$

f$.1\mathrm{.}000$

Im

g$.-0\mathrm{.}078$