Question 6
An asset A has a correlation of 0.2 with the market and a standard deviation of 20%. If the market return has a standard deviation of 5%, what is the beta of asset A?
-0.2
0.2
0.8
3.2
Question 6: An asset A has a correlation of 0.2 with the market and a…
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Correct answer
0.8
Question 6 of 25 in the IIT Madras BS Corporate Finance (Corporate Finance) Quiz 2 paper sat on 1 Dec 2024, in the September 2024 term (IIT M DEGREE AN EXAM QDB2 01 Dec 2024). It carries 1 mark.
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