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QUESTION 11 Suppose that the market portfolios equally likely to increase ty 24% or decrease by 8%. Security AA goes up on average by 299

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QUESTION 11 Suppose that the market portfolios equally likely to increase ty 24% or decrease by 8%. Security AA goes up on average by 299 when the market goes up and goes down by 11 when the market goes down Security goes down on average by 16% When the market goes up and goes up by 16 when the market goes down. Security goes up on average by 4 when the market goes up and goes up by 4 when the market goes down The beta for security is closest to O 100 055 0.80

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