Which of the following is correct? Group of answer choices
The greater the standard deviation of the stock, the higher the
risk the stock has.
To find the beta of a stock, one can multiply the correlation
coefficient between stock return and market return by the standard
deviation of the stock return and divide the product by the
standard deviation of the market return.
The greater the beta of the stock, the higher the risk the stock
has.
A stock has a return correlation coefficient with the market
return of 0.72 and it has a standard deviation of 30%, its beta is
equal to 0.75 if the market portfolio has a standard deviation of
25%.
Which of the following is correct? Group of answer choices The greater the standard deviation of the stock, the higher t
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