Question: What is GE's Beta given the information below: Year S&P 500 GE 1 12% 8% 2 -3 -2 3 9 6 4 -6 -4 COV(GE,

What is GE's Beta given the information below:

Year S&P 500 GE

1 12% 8%

2 -3 -2

3 9 6

4 -6 -4

COV(GE, S&P 500) = 52

Variance (S&P 500) = 78

The theoretical justification for the Sharpe ratio is the:

Coefficient of variation

CML

Investment objective given in fund prospectus

Gordon growth model

CAPM

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