Question: what is Harvey Norman's systematic risk using the monthly returns? (you may use the ASXall index as the proxy o fthe market protfolio). What is
what is Harvey Norman's systematic risk using the monthly returns? (you may use the ASXall index as the proxy o fthe market protfolio). What is HArvey Norman's systematic risk using the ASX200 index as the market proxy? Why might the two risk estimates be different and what information does beta provide to investors? You note that the co-variance of stock return with the ASX200 if 0.001142 and the co-variance of the stock return with the ASXall index is 0.00143. You also note that the variance of the ASX200 index is 0.000827 and the variance of the ASXall index is 0.001213
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