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The 8-year period return on stock X and the market portfolio are given below. What is X's Beta? [10 MARKS] Period 1 2 3
The 8-year period return on stock X and the market portfolio are given below. What is X's Beta? [10 MARKS] Period 1 2 3 4 5 6 7 8 Stock B Return (%) 15 16 10 -15 -5 10 15 Market Return (%) 9 12 6 4 16 11 10 12
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International Financial Management
Authors: Geert Bekaert, Robert J. Hodrick
2nd edition
013299755X, 132162768, 9780132997553, 978-0132162760
