Question: A study by a Mutual fund has revealed the following data in respect of three securities: Security o (%) Correlation with Index, Pm A 20

A study by a Mutual fund has revealed the

A study by a Mutual fund has revealed the following data in respect of three securities: Security o (%) Correlation with Index, Pm A 20 0.60 B 18 0.95 C 12 0.75 The standard deviation of market portfolio (BSE Sensex) is observed to be 15%. (i) What is the sensitivity of returns of each stock with respect to the market

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