Question
The standard deviation of stock returns for Stock A is 30%. The standard deviation of the market return is 20% and the correlation between Stock
The standard deviation of stock returns for Stock A is 30%. The standard deviation of the market return is 20% and the correlation between Stock A and the market is 0.75.
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Inside Private Equity
Authors: James M. Kocis, James C. Bachman IV, Austin M. Long III, Craig J. Nickels
1st Edition
0470421894, 978-0470421895
