A stock has a correlation with the market of 0.46. The standard deviation of the market...
A stock has a standard deviation of 32.00% and a correlation with the overall market of 0.41. If the market portfolio has a standard deviation of 29.00%, what is the Beta for the stock? Submit Answer format: Number: Round to: 2 decimal places. A stock has a Beta of 1.39. The current risk free rate in the economy is 2.60%, while the market portfolio risk premium is 6.00%. What is the risk premium for holding this stock?
A stock has a correlation with the market of .45. The standard deviation of the market is 21%, and the standard deviation of the stock is 35%. a. What is the covariance between the market and the stock? (This part is related to Chapter 6, correlation.) b. Calculate the stock beta.
Consider a stock that has a standard deviation of 10.4% and the correlation with the market is 0.54. The standard deviation of the market is 16.3%. What is the beta of the stock? Enter your answer rounded to 2 DECIMAL PLACES. Enter your response below.
The standard deviation of a stock's annual returns is 51.1%. The standard deviation of market returns is 20.9%. If the correlation between the returns of the stock and the market is 0.5, what is this stock's beta? Round to two decimal places
The standard deviation of a stock's annual returns is 35.0%. The standard deviation of market returns is 26.0%. If the correlation between the returns of the stock and the market is 0.2, what is this stock's beta? Round to two decimal places. Numeric Answer:
Portfolio B has a standard deviation of 12% and a correlation with the market of 0.85. If the standard deviation of the market is 15%, what is the beta for B? a. 0.54 b. 0.68. c. 0.80. d. Not enough information to determine. Which of the following statements is not correct? a. Correlation ranges from-1 to +1. b. Coefficient of determination ranges from 0 to +1. c. Covariance equals: Standard deviation for A times standard deviation for B divided by...
1) A stock has generated an annual average return of 9.5% with a standard deviation of 40.7% during the last 10 years. If the average risk-free rate was 1.7%, what was this stock's Sharpe Ratio? Round to two decimal places. 2) The standard deviation of a stock's annual returns is 40.4%. The standard deviation of market returns is 24.3%. If the correlation between the returns of the stock and the market is 0.3, what is this stock's beta? Round to...
4) The stock of Ralph's Restaurants has a standard deviation of 70% and has a correlation with the market of 0.40. The expected return for the market is 13% and it has a standard deviation of 20%. Currently the risk-free rate of return is 5%. 4a. What is the beta for Ralph's Restaurants? 4b. What is the required return for Ralph's Restaurants? 4c. What is the expected return for Ralph's restaurants in equilibrium? 4) The stock of Ralph's Restaurants has...
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?
Air Canada stock has a standard deviation of 18%, while the market index standard deviation is 8%. If the correlation between Air Canada and the market index is 0.45, what is the beta of Air Canada stock? (Show your calculations)