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An Asset Has a Standard Deviation of 15% and a Correlation

Question 38

Multiple Choice

An asset has a standard deviation of 15% and a correlation with the market portfolio of 0.46.If the market has a standard deviation of 25%,what is the beta of the asset?


A) 0.25 0.25
B) 0.31 0.31
C) 0.27 0.27
D) 0.28 0.28

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