Multiple Choice
An asset has a standard deviation of 5% and a correlation with the market portfolio of 0.70.If the market has a standard deviation of 28%,what is the beta of the asset?
A)
B)
C)
D)
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q15: Assume the CAPM is the correct
Q16: The beta of the market:<br><br>A) is
Q17: Assume the CAPM is the correct
Q18: Assume the CAPM is the correct
Q19: CBA has a beta of 1.6
Q21: The CAPM assumes that asset returns are
Q22: Calculate the beta for an asset
Q24: Which of the following is not a
Q25: Assume the CAPM is the correct
Q76: The SML is valid for _, and