Deal of The Day! Hurry Up, Grab the Special Discount - Save 25% - Ends In 00:00:00 Coupon code: SAVE25
Free Preparation Discussions
MENU
AAFM Exam CWM_LEVEL_2 Topic 7 Question 61 Discussion
Actual exam question for
AAFM's
CWM_LEVEL_2 exam
Question #: 61
Topic #: 7
[All CWM_LEVEL_2 Questions]
Topic #: 7
Section C (4 Mark)
Read the senario and answer to the question.
Portfolio A had a return of 12% in the previous year, while the market had an average return of 10%. The standard deviation of the portfolio was calculated to be 20%, while the standard deviation of the market was 15% over the same time period. If the correlation between the portfolio and the market is 0.8, what is the Beta of the portfolio A?
Suggested Answer:
B
Currently there are no comments in this discussion, be the first to comment!