Stock A has a standard deviation of 20 percent and a correlation coefficient of 0.64 with market returns.The expected return of the market is 12 percent with a standard deviation of 15 percent.The risk-free rate is 5 percent.What is the beta of Stock A?
A) 0.48
B) 0.75
C) 0.85
D) 1.33

Question

Quizplus · Accepted Answer

Beta of stock A,11ea8229_34ce_810a_bbd8_db2855204f1f_TB1726_11

Stock a Has a Standard Deviation of 20 Percent and a Correlation