Chartered Financial Analyst Level 1
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An analyst gathers the following data:
- Standard Deviation of Returns for Asset: 70%
- Beta of Asset: 1.8
- Standard Deviation of Returns for Market Portfolio: 35%
- Beta of Market Portfolio: 1.0
The covariance between the returns of the asset and the market portfolio is closest to:
An analyst gathers the following data:
- Standard Deviation of Returns for Asset: 70%
- Beta of Asset: 1.8
- Standard Deviation of Returns for Market Portfolio: 35%
- Beta of Market Portfolio: 1.0
The covariance between the returns of the asset and the market portfolio is closest to:
Exam-Like
A
0.22
25.0%
B
0.40
50.0%
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