Question
The following table provides the correlation among Telstra, Australian stock market index (ASX200), and the world market index, together with the standard deviation (SD) of
The following table provides the correlation among Telstra, Australian stock market index (ASX200), and the world market index, together with the standard deviation (SD) of returns. The risk-free rate is 5%. What is the domestic country beta of Telstra? Please select the most suitable option
| Correlation | ||||
| Telstra | ASX200 | World | SD(%) | |
| Telstra | 1 | 0.8 | 0.5 | 18 |
| ASX200 | 1 | 0.75 | 15 | |
| World | 1 | 10 | ||
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Investments Analysis And Management
Authors: Charles Jones, Nick Jones
11th Edition
0470477121, 9780470477120
