A stock has a market beta of 0.86 and a standard deviation of 0.28. If the market standard deviation is 0.30, what is the covariance between the stock return and the market return?

Consider the following collection of n = 9 closing prices for stock ABC:101.02, 102.23, 100.34, 99.87, 98.65, 96.45, 98.45, 99.00, 100.05Compute the standard estimator of the volatility parameter σ using these closing prices.

A stock has an expected return of 7.72 percent, the risk-free rate is 2.9 percent, and the market risk premium is 5.41 percent. What must the beta of this stock be? Answer to two decimals.

how do you calculate a stocks average monthly return,its return variance ,standard deviation and beta? what is the formula

If the standard deviation of stock 'A' is .25, the standard deviation of stock 'B' is .30, and the correlation between stocks 'A' and 'B' is 0.7, the covariance between stocks 'A' and 'B' is___.

The covariance of the market's returns with the stock's returns is 0.008. The standard deviation ofthe market's returns is 0.08, and the standard deviation of the stock's returns is 0. 11. What is thecorrelation coefficient of the returns of the stock and the returns of the market?

Consider the following probability distribution for stocks A and B: Table 4 Probability Distribution for Stocks A and B State Probability Return on Stock A Return on Stock B 1 0.1 10% 8% 2 0.2 13% 7% 3 0.2 12% 6% 4 0.3 14% 9% 5 0.2 15% 8%         The variances of Stocks A and B are _____ and _____, respectively.         Group of answer choices   .015%; .019%     .022%; .012%     .032%; .02%     .015%; .011%     .014%; .021%

Syntex, Inc. is considering an investment in one of two common stocks. Given the information that​ follows, which investment is​ better, based on the risk​ (as measured by the standard​ deviation) and​ return?   Common Stock A              Common Stock B              Probability Return Probability Return 0.35 13​% 0.25 −7​%   0.30 17​% 0.25 8​%   0.35 21​% 0.25 15​%       0.25 23​%   ​(Click on the icon    in order to copy its contents into a spreadsheet.​)       Question content area bottom Part 1 a.  Given the information in the​ table, the expected rate of return for stock A is enter your response here​%. ​(Round to two decimal​ places.)

The risk-free rate is 5.6%, the market risk premium is 8.5%, and the stock’s beta is 2.27.  What is the required rate of return on the stock, E(Ri)? Use the CAPM equation.

A stock's retum has a correlation of 0.67 with the market. The stock's standard deviation is 43% and the market's standard deviation is 22%. The stock's beta is closest to ?