The correlation between a stock and the market is 0 . 5 3 6 . The covariance

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The correlation between a stock and the market is

0.536 .

The covariance between this stock and the market is

0.075469 .

The standard deviation of the stock\'s returns are

44 % .

The average historical return of a broad

-

based market index, the CRSP Total Market Index is

10 % .

The market\'s standard deviation is

32 %,

and its variance is

0.1024 .

-

bills yield

3 % .

What is the stock\'s expected return?

Posted Date: May 10, 2024 02:04 AM

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The correlation between a stock and the market is 0 . 5 3 6 . The covariance

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