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How to calculate the stock beta?
How to solve this question:
The total risk of Stock Y is 0.2, the total risk of the index is .18. The covariance of returns between the stock and index is .27, what is the stock’s beta?
Jul 17 2012 06:28 PM
Stock beta= Covariance/ Variance of index.
Note that the Covariance value should be .027. And answer will come as 0.83333
Also total risk means standard deviation.
Jul 21 2012 09:45 PM
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