Question
The correlation coefficient of a stock with the S&P500 Index is 0.79. The standard deviation of returns for this stock is 4.85 and the standard
The correlation coefficient of a stock with the S&P500 Index is 0.79. The standard deviation of returns for this stock is 4.85 and the standard deviation of returns for the S&P500 index is 3.75. What is the beta of this stock?
3.83.
0.77.
0.79.
1.02.
cannot be determined, need more information to set up the CAPM.
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
8th Edition
0814406807, 978-0814406809
