Question: The stock market data given by the following table. Correlation Coefficients Telmex Mexico World Telmex 1.00 Mexico World SD (%) R (%) 0.75 0.50

The stock market data given by the following table. Correlation Coefficients Telmex

The stock market data given by the following table. Correlation Coefficients Telmex Mexico World Telmex 1.00 Mexico World SD (%) R (%) 0.75 0.50 20 ? 1.00 0.60 12 14 1.00 8 12 The above table provides the correlations among Telmex, a telephone/communication company located in Mexico, the Mexico stock market index, and the world market index, together with the standard deviations (SD) of returns and the expected returns (R). The risk-free rate is 8%. Compute the domestic country beta of Telmex as well as its world beta. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Domestic beta World beta

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