问题如下:
Calculate the stock's beta, given the covariance of the market's returns with a stock's returns is 0.0035 and the standard deviation of the market's returns is 0.05.
选项:
A. 1.0.
B. 1.2.
C. 1.4.
解释:
C is correct.
Beta = covariance / market variance
Market variance = 0.052 = 0.0025
Beta= 0.0035 / 0.0025 = 1.4
这个题忘记计算的公式了。