EOC Problems $7-5$

Question $16$ of

Problem $7-5$ Beta

Suppose that the market portfolio has a variance of excess returns of $0\mathrm{.}045.$

$\backslash$table$[[$Market Variance,$0\mathrm{.}045]]$

A$)$ Suppose the covariance between the market's excess returns and the stock's excess returns is $0\mathrm{.}02925.$ What is the beta of the stock?

The beta of the stock is

$.$ Round your answers to the nearest two decimal places.

B$)$ Suppose the covariance between the market's excess returns and the stock's excess returns is $0\mathrm{.}072.$ What is the beta of the stock?

The beta of the stock is

$.$ Round your answers to the nearest two decimal places.