Question: In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the

In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Find the beta of Asset B. 2 1.5 1 In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Find the beta of Asset B. 2 1.5 1

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