Question
Let's say CVS stock has a beta of 0.78 and a standard deviation of 0.67. If the S&P 500 has a standard deviation of 0.23
Let's say CVS stock has a beta of 0.78 and a standard deviation of 0.67. If the S&P 500 has a standard deviation of 0.23 what is the stock's idiosyncratic volatility according to the CAPM? Enter your answer as a decimal and show 4 decimal places.
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Principles Of Finance With Excel
Authors: Simon Benninga, Tal Mofkadi
3rd Edition
0190296380, 9780190296384
