Question
Stock A has an expected return of 12 percent and a variance of .0203. The market has an expected return of 11 percent and a
Stock A has an expected return of 12 percent and a variance of .0203. The market has an expected return of 11 percent and a variance of .0093. What is the beta of Stock A if the covariance of Stock A with the market is .0137.
A.1.47
B..68
C.1.55
D..76
E.1.32
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Entrepreneurial Finance
Authors: J . chris leach, Ronald w. melicher
4th edition
538478152, 978-0538478151
