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Financial Forensics · Quiz 2 · 6 Aug 2023 · May 2023 term

Question 13: Stock A has an expected return of 12 percent and a varia…

Question 13

+1 markOne correct option

Stock A has an expected return of 12 percent and a variance of 0.0203. The market has an expected return of 11 percent and a variance of 0.0093. What is the beta of Stock A if the covariance of Stock A with the market is 0.0137?

  1. A

    0.68

  2. B

    1.55

  3. C

    1.47

  4. D

    1.32

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Correct answer

  • C

    1.47

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Question 13 of 25 in the IIT Madras BS Financial Forensics (Financial Forensics) Quiz 2 paper sat on 6 Aug 2023, in the May 2023 term (IIT M DEGREE AN3 EXAM QPE3 06 Aug 2023). It carries 1 mark.

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