Question: Estimated Beta = Correlation coefficient x Standard deviation of asset Standard deviation of market Calculation of estimated beta for period 1 = -0.3059 x 8.7238

Estimated Beta = Correlation coefficient x Standard deviation of asset Standard deviation of market Calculation of estimated beta for period 1 = -0.3059 x 8.7238 = -0.6498 4.1067 Calculation of estimated beta for period 2 = 0.3874 x 9.4611 = 1.1876 3.0865 g. Why the estimated value of beta is different for two sub-periods

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