Question
You are looking at stocks A and B. You know that they have betas of 1.4 and 1.3, respectively. You know that their individual standard
You are looking at stocks A and B. You know that they have betas of 1.4 and 1.3, respectively. You know that their individual standard deviations are 10% and 19%, respectively and that the market return has a standard deviation of 9%. What is the correlation between these stocks' returns?
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Physics for Scientists and Engineers A Strategic Approach with Modern Physics
Authors: Randall D. Knight
4th edition
978-0133942651
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