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You are given the following information concerning a stock and the market: Returns Year Stock Market 10% 12 25% 28 2005 2006 2007 2008 2009
You are given the following information concerning a stock and the market: Returns Year Stock Market 10% 12 25% 28 2005 2006 2007 2008 2009 2010 -14 37 1. Calculate the average return and standard deviation for the market and the stock. (Use excel to complete the problem. Round your answer to 2 decimal place. Omit the "%" sign in your response.) Market Stock Average return Standard deviation 2. Calculate the correlation between the stock and the market, as well as the stock's beta. (Use excel to complete the problem. Round your correlation answer to 2 decimal places and Beta answer to 4 decimal places.) Correlation Beta
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