HAs Awesome Post #130 | #131 | #132 Portfolio Risk & Return 2 (R44, PortM) #130 Beta is best described as: A. slope of the security market line (SML) B. correlation of returns with those of the market portfolio C. covariance of returns with the market portfolio expressed in terms of the variance of market returns. #131 Calculate Beta. Standard Deviations: Market --> 0.25, Asset --> 0.40 Correlation (Asset, Market) = 0.7 A. 1.12 B. 1.07 C. 0.89 #132 Calculate Beta. Covariance (Asset, Market) = 0.12 Standard Deviation: Market --> 0.35 A. 0.34 B. 0.97 C. 2.91
Posted on: Wed, 07 May 2014 18:24:41 +0000
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