Question: Using the information below, calculate the beta of security C with the market. t A, % B, % C, % D, % Mkt, % 1
Using the information below, calculate the beta of security C with the market.
| t | A, % | B, % | C, % | D, % | Mkt, % |
| 1 | 24.75 | 38.48 | 45.11 | 34.58 | 33.18 |
| 2 | 23.01 | 56.00 | 20.05 | -6.87 | 11.86 |
| 3 | -5.16 | 7.74 | 14.11 | 1.47 | -15.73 |
| 4 | -8.17 | 5.14 | -24.72 | -4.75 | -3.40 |
| 5 | 41.69 | 49.20 | 1.46 | 5.63 | -14.56 |
| 6 | -12.89 | -5.27 | 22.40 | -1.64 | -10.27 |
0.61
0.54
0.39
0.73
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