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. Select one: a. .68 b. .76 c. 1.55 d. 1.47 e. 1.32
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Cash Flow Stock Investing
Authors: Randall Stewart
1st Edition
1980883300, 978-1980883302
