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5.The covariance between stock A and the market portfolio is 0.05634. The variance of the market is 0.04632. The beta of stock A is:
A) 0.8222.
B) 0.0026.
C) 1.0000.
D) 1.2163.
The correct answer was D)
Beta = Cov(RA,RM) / Var(RM) = = 0.05634/0.04632 = 1.2163 = beta.
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发表于 2008-4-1 13:17
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