Calculate the covariance between asset a and the market


Use the following information to answer the following questions:

Returns

Year Asset A Market

2012 14% 11%

2013 9% 8%

2014 5% -10%

2015 -10% 4%

A) Calculate the covariance between asset A and the market.

B) Calculate the correlation coefficient between asset A and the market.

C) Calculate the beta of asset A.

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Calculate the covariance between asset a and the market
Reference No:- TGS02332647

Expected delivery within 24 Hours