Multiple Choice
Stock A has a standard deviation of 20% and a correlation coefficient of 0.64 with market returns.The expected return of the market is 12% with a standard deviation of 15%.The risk-free rate is 5%.What is the beta of Stock A?
A) 0.48
B) 0.75
C) 0.85
D) 1.33
Correct Answer:
Verified
Correct Answer:
Verified
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