Question: The stock market data given by the following table. Correlation coefficients Telmex Mexico World SD(%) 1.00 Telmex Mexico World 1.50 1.00 1.00 1.20 1.00 18

The stock market data given by the following table. Correlation coefficients Telmex Mexico World SD(%) 1.00 Telmex Mexico World 1.50 1.00 1.00 1.20 1.00 18 15 10 R (%) ? 14 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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