The returns of Siracha plc have a standard deviation of 40 per cent per annum and have

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The returns of Siracha plc have a standard deviation of 40 per cent per annum and have a correlation with the FTSE 100 of 0.65. The standard deviation of the FTSE 100 is 20 per cent. What is Siracha’s beta?

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Corporate Finance

ISBN: 9780077173630

3rd Edition

Authors: David Hillier, Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan, Jeffrey F. Jaffe

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Question Posted: Feb 22, 2024 03:01 AM

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The returns of Siracha plc have a standard deviation of 40 per cent per annum and have

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To calculate Sirachas beta we can use the following formula Beta Correla...View the full answer

Corporate Finance

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