Given the following information:
a)What are the average monthly returns on Stock X and the S&P TSX?
b)What are the standard deviations of the monthly returns on Stock X and the S&P TSX?
c)What is the covariance of the returns on Stock X and the S&P TSX?
d)What is the beta of Stock X?
e)What is the implied risk-free rate?
Correct Answer:
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