Chartered Financial Analyst Level 1
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An investor gathers the following information about a security and the market:
- Security's beta: 0.35
- Standard deviation of the security's returns: 12%
- Standard deviation of market returns: 18%
The correlation between the security's returns and the market's returns is closest to:
An investor gathers the following information about a security and the market:
- Security's beta: 0.35
- Standard deviation of the security's returns: 12%
- Standard deviation of market returns: 18% The correlation between the security's returns and the market's returns is closest to:
Exam-Like
A
0.2
33.3%
B
0.5
66.7%
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