B1. (Beta)
Corporate Financial Management (3rd Edition)
Emery, Douglas R., Finnerty, John D., & Stowe, John D. (2007)
Individual assignment: Text Problem Set IV:
Chapter 7, Problems
B1. (Beta) What is the beta of an asset whose correlation coefficient with the market portfolio’s returns is 0.62 and variance is 0.1 if the variance of the market portfolio’s return is 0.0025?
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