Multiple Choice
The historical nominal returns for stock A were -8 percent, +10 percent, and +22 percent. The nominal returns for the market portfolio were +6 percent, +18 percent, and 24 percent during this same time. Calculate the beta for stock A.
A) 1.64
B) 0.61
C) 1.00
D) 0.50
Correct Answer:
Verified
Correct Answer:
Verified
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