Solved

The Market Has a Standard Deviation of 10

Question 85

Multiple Choice

The market has a standard deviation of 10.8 percent (0.108) while a risky security has a standard deviation of 22.5 (0.225) percent.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:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q32: A portfolio beta is computed as which

Q41: Which of the following correctly identifies the

Q79: Dinner Foods stock has a beta of

Q80: Which one of the following is the

Q81: A risky asset has a beta of

Q83: Design Interior's stock has an expected return

Q84: Which one of the following is the

Q86: Which one of the following is the

Q87: What is the beta of an average

Q88: Stocks D,E,and F have actual reward-to-risk ratios