Question
You are given the following information concerning a stock and the market: Returns Year Market Stock 2014 10 % 25 % 2015 10 10 2016
- You are given the following information concerning a stock and the market:
|
| Returns | |||||
| Year | Market | Stock | ||||
| 2014 |
| 10 | % |
| 25 | % |
| 2015 |
| 10 |
|
| 10 |
|
| 2016 |
| 21 |
|
| 5 |
|
| 2017 |
| 15 |
|
| 30 |
|
| 2018 |
| 37 |
|
| 16 |
|
| 2019 |
| 15 |
|
| 17 |
|
a. Calculate the average return and standard deviation for the market and the stock.
b. Calculate the correlation between the stock and the market, as well as the stocks beta.
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Structured Finance Leveraged Buyouts Project Finance Asset Finance And Securitization
Authors: Charles-Henri Larreur
1st Edition
1119371104, 978-1119371106
