Question
You have collected data for two firms; ABC Ltd and XYZ Ltd. ABC has a beta of 0.95 and XYZ has a beta of 1.12.
You have collected data for two firms; ABC Ltd and XYZ Ltd. ABC has a beta of 0.95 and XYZ has a beta of 1.12. Additionally, the standard deviation of returns are 28% and 30%, for ABC and XYZ, respectively. If the standard deviation of market is 24%,what is the correlation between ABC Ltd and the market?
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Financial Stability Website Fraud Confidence And The Wealth Of Nations
Authors: Frederick L. Feldkamp, R. Christopher Whalen
2nd Edition
1118935799, 978-1118935798
