B1. (Beta) What is the beta of an asset whose correlation coefficient with the market portfolio’s


B1. (Beta) What is the beta TUTORIAL
B1. (Beta) What is the beta SOLUTION

B1. What is the beta

Corporate Financial Management (3rd Edition): Emery, Douglas R., Finnerty, John D., & Stowe, John D. (2007)

Chapter 7, Problems
Individual assignment: Text Problem Set IV

B1. (Beta) What is the beta of an asset whose correlation coefficient with the market portfolio’s returns is 0.62 and variance is 0.1 if the variance of the market portfolio’s return is 0.0025?
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