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Mutual fund XYZ has a beta of 1.5, a standard deviation of 12%, and a correlation to the S & P 500 of 0.80 How
Mutual fund XYZ has a beta of 1.5, a standard deviation of 12%, and a correlation to the S & P 500 of 0.80 How much return of fund XYZ is due to the S & P 500? 20 % 64 % 80 % 100%
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
11th Edition
1032241829, 978-1032241821
