Question
What is the beta of the stock? Req RoR of Stock = .092 var = .09 Correlation Coefficient = .8 Std Dev of Mkt Portfolio
Req RoR of Stock = .092
var = .09
Correlation Coefficient = .8
Std Dev of Mkt Portfolio = .2
Req RoR of Mkt Portfolio = .12
Rf Rate = .04
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To calculate the beta of a stock we need the required rate of return of the stock the variance of th...
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Financial Theory and Corporate Policy
Authors: Thomas E. Copeland, J. Fred Weston, Kuldeep Shastri
4th edition
321127218, 978-0321179548, 321179544, 978-0321127211
