Question
You have the following data on (1) the average annual returns of the market for the past 5 years and (2) similar information on Stocks
You have the following data on (1) the average annual returns of the market for the past 5 years and (2) similar information on Stocks A and B. Which of the possible answers best describes the historical betas for A and B?
Years Market Stock A Stock B
1 0.03 0.16 0.05
2 -0.05 -0.20 0.05
3 0.01 0.12 0.05
4 -0.10 -0.25 0.05
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International Financial Markets And The Firm
Authors: Piet Sercu, Raman Uppal
1st Edition
1861523548, 978-1861523549
