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Business, 14.08.2020 01:01 bxbysoso

The stock ABC has a beta of 1.6 and its standard deviation is 30%. Its correlation coefficient with the market return is 0.8. What is the standard deviation of the market return? A. None of the answers is correct B. 18% C. 20% D. 15%

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The stock ABC has a beta of 1.6 and its standard deviation is 30%. Its correlation coefficient with...

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