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Suppose Company A's stock return has a volatility of 50% and its correlation with the Market Portfolio is 80%. The expected return on the Market
Suppose Company A's stock return has a volatility of 50% and its correlation with the Market Portfolio is 80%. The expected return on the Market Portfolio is 7%, the volatility of the Market Portfolio is 20%, and the riskfree interest rate is 1%. Calculate the Beta for Company A. Type your answer below
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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making
Authors: Leonard C Maclean, William T Ziemba
1st Edition
9814749931, 978-9814749930
