The standard deviation of stock returns for stock a is 40


The standard deviation of stock returns for Stock A is 40%. The standard deviation of the market return is 20%. It the correlation between Stock A and the market is 0.70, then what is Stock A's beta? (Please show calculations)

Solution Preview :

Prepared by a verified Expert
Finance Basics: The standard deviation of stock returns for stock a is 40
Reference No:- TGS01139921

Now Priced at $10 (50% Discount)

Recommended (99%)

Rated (4.3/5)