The standard deviation of return of security X is 20% and of market portfolio is 15%. Calculate

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The standard deviation of return of security X is 20% and of market portfolio is 15%. Calculate beta (b) of X if the correlation of returns of X and the market is 0.70.show workings.

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Corporate Finance A Focused Approach

ISBN: 978-1305637108

6th edition

Authors: Michael C. Ehrhardt, Eugene F. Brigham

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Posted Date: Mar 14, 2023 06:05 AM

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The standard deviation of return of security X is 20% and of market portfolio is 15%. Calculate

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Corporate Finance A Focused Approach

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