返回列表 发帖

PM: computing beta question

The covariance of the market returns with the stock’s returns is 0.005 and the standard deviation of the market’s returns is 0.05. What is the stock’s beta?
A) 2.0.
B) 1.0.
C) 0.1.
Your answer: C was incorrect. The correct answer was A) 2.0.
Betastock = Cov(stock,market)

返回列表