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3. Covariance between the stocks is 0.0510. The Standard Deviation for stocks 1 & 2 are 0.2041 and 0.2944 respectively. Calculate the Correlation between the two stocks.
4. Find the covariance between two securities if the correlation coefficient between them is 0.937 and the Standard Deviation for stocks 1 & 2 are 0.303 and 0.456 respectively
6. Find the Beta of a stock if the correlation coefficient between the stock return and market return is 0.678, the variance of the stock return is 0.0456, the variance of market return is 0.0567