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The market has a standard deviation of 27% whereas the stock XVz has a standard deviation of
34%. The correlation coefficient between the stock return and the market retum is 0.8. The beta of
stock XYZ is (to 2 decimal places): a. 1.01 b. 0.11 c. 0.64 d. 0.07

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The market has a standard deviation of 27 whereas the stock.pdf

  • 1. The market has a standard deviation of 27% whereas the stock XVz has a standard deviation of 34%. The correlation coefficient between the stock return and the market retum is 0.8. The beta of stock XYZ is (to 2 decimal places): a. 1.01 b. 0.11 c. 0.64 d. 0.07