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The following stock price information has been collected for stock XYZ: End of year Closing price 2023 $127 2022 $119 2021 $123 2020 $118
The following stock price information has been collected for stock XYZ: End of year Closing price 2023 $127 2022 $119 2021 $123 2020 $118 $121 2019 XYZ has a correlation with the market portfolio of 0.60. The S&P 500 market portfolio has a standard deviation of 20%. What is the standard deviation for XYZ over the sample period? 3.57% 7.81% None are correct 4.93%
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Finance for Executives Managing for Value Creation
Authors: Gabriel Hawawini, Claude Viallet
4th edition
9781133169949, 538751347, 978-0538751346
