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Given a Correlation Coefficient of 0 0.588 0.588 B) 0.691 0.691

Question 7

Multiple Choice

Given a correlation coefficient of 0.85 between portfolio A and the market portfolio,a standard deviation of portfolio A of 26% and a standard deviation of the market portfolio of 18%,what is the portfolio beta?


A) 0.588 0.588
B) 0.691 0.691
C) 0.743 0.743
D) 1.230 1.230

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