stock has a beta of 2.0. The correlation of the stock’s returns with the market is 0.5 and the variance of the returns on the market portfolio is 0.04. Calculate the variance of returns on the stoc

Stock A has a correlation with the market of 0.53. Assuming that the standard deviation of returns for Stock A is 24.0% and that the standard deviation of returns for the market is 10.0%, what is beta for stock A? A 1.31 B. 1.27 C. 0.17 D. 0.22

The beta of a firm's stock can be estimated as the slope of the best fitting straight line through a plot of the stock's excess returns (on the x axis) versus the excess market returns (on the y axis). True False

Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 28 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 38 percent. The correlation between the two stocks is -0.1. What is the weight of stock D in the minimum variance portfolio?

What is the beta of IsoTech, given that the covariance between IsoTech and the market is 0.1 and the standard deviation of market returns is 51%?

1. Using the following returns, calculate the average returns, the variance, standard deviations, and coefficient of variation for X and Y. Which stock is the least risky? Yr 1 2 3 Rx 12.20 9.65 0.00 6.50 Ry 4 8.00 -2.00 12.50 9.57

man.1   The standard deviation for Stock A is 13.01%. The standard deviation for the market is 15.65%. The Correlation Coefficient of Stock A and the market is .5526. Calculate the Beta for Stock A.

The following are estimates for a stock A. Stock Expected ret. beta firm-specific variance, or Var(e) A 0.15 1.3 0.34 The market index has a standard deviation of 0.22, and the risk-free rate is 0.03 What percentage of stock A's total risk is attributable to systematic risk (or market risk)? Here consider variance as the risk measure. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.

Calculate this please Only typed solution

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?