Multiple Choice
The market has a standard deviation of 10.8% while a risky security has a standard deviation of 22.5%. The covariance of the stock with the market is .0149. What is the beta of the stock?
A) 1.09
B) 1.11
C) 1.15
D) 1.19
E) 1.28
Correct Answer:
Verified
Correct Answer:
Verified
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