The standard deviation of stock A's returns (σA) is 34%, and the standard deviation of the market portfolio (σM) is 19%.  What is the beta of stock A (βA) if the correlation between stock A returns and market portfolio returns is 0.75? Round answer to the nearest hundredth, as in "0.12"

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?

Stocks A and B have the following probability distributions of expected future returns: Probability     A     B 0.1 (10 %) (34 %) 0.2 4   0   0.4 14   23   0.2 18   28   0.1 30   39   Calculate the expected rate of return, , for Stock B ( = 12.00%.) Do not round intermediate calculations. Round your answer to two decimal places.   % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 20.05%.) Do not round intermediate calculations. Round your answer to two decimal places.   % Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places. Assume the risk-free rate is 3.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A:  Stock B:

Stock X has a 10.0% expected return, a beta coefficient of 0.9, and a 30% standard deviation of expected returns. Stock Y has a 12.5% expected return, a beta coefficient of 1.2, and a 25% standard deviation. The risk-free rate is 6%, and the market risk premium is 5%. a. Calculate each stock's coefficient of variation. Do not round intermediate calculations. Round your answers to two decimal places. CVx= CVy= 2

Given the following excess return index model regression results Ra*= -0.059616 + 0.957478Rm* where; \sigma M = 0.80226720, the return on the market portfolio is 0.085306, and the risk-free rate is 0.018302. Note Ra* and Rm* are excess returns. Calculate the actual return for Stock A. Round to 4 decimals, and present answer as a decimal (.08, not 8%) Answer: 0.0228

Suppose the risk-free return is 2.5% and the market portfolio has an expected returnof 6.2% and a volatility (measured as standard deviation) of 14%. A stock has a 20%volatility and a correlation with the market of 0.6. Calculate and explain the beta ofthe stock with respect to the market.

A stock has an expected return of 18.0 percent, a beta of 1.90, and the return on the market is 11.60 percent. What must the risk-free rate be? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Risk-free rate

A stock has a beta of 1.08, the expected return on the market is 0.09, and the risk-free rate is 0.06. What must the expected return on this stock be? Enter the answer with 4 decimals (e.g. 0.1234).

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 ?

A stock has an expected return of 15.2 percent, the risk-free rate is 3.4 percent, and the market risk premium is 9.3 percent. What must the beta of this stock be? (Do not round intermediate calculations. Round your answer to 2 decimal places.)