30. The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 percent; and the risk-free return in EASE countries is 3 percent. Based on this information, the implied beta of the Charlottesville International Fund is:
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a. negative.
b. 0.75.
c. 0.82.
d. 1.00.
答案是c, 完全想不出来咋做的，望高人指教，多谢！ | 
发表于 2009-11-23 01:01
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