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- 2013-8-21
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look at my posts above.
both formulae are the same…
Formula 1: Cov / sigmaM^2 = Beta
Also-
Cov = corr*sigmastock*sigmaM
So substituting in Formula 1:
beta = cov/sigmaM^2 = corr*sigmastock*sigmaM/sigmaM^2=corr*sigmastock/sigmaM
– Formula 2.
[it is simple algebraic manipulation, and just that)
problems 1 and 2 were variants of this. |
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发表于 2013-4-10 17:43
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