Question
The market has a standard deviation of 10.8 percent (0.108) while a risky security has a standard deviation of 22.5 (0.225) percent. The covariance of
The market has a standard deviation of 10.8 percent (0.108) while a risky security has a standard deviation of 22.5 (0.225) percent. The covariance of the stock with the market is .0149. What is the beta of the stock?
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Private Equity Value Creation Analysis Volume I
Authors: Michael David Reinard
1st Edition
1736077821, 978-1736077825
