Question
There are two stocks (and only two) in the economy, Stock ABC and Stock XYZ. Stock ABC is 20% of the economy with a standard
There are two stocks (and only two) in the economy, Stock ABC and Stock XYZ. Stock ABC is 20% of the economy with a standard deviation of 15% and a correlation with the market of 0.6. Stock XYZ. If the standard deviation of the market is 10%, Stock XYZ has a Beta of __________.
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Pricing Analytics Models And Advanced Quantitative Techniques For Product Pricing
Authors: Walter R. Paczkowski
1st Edition
1138623938, 9781138623934
