Assuming the standard deviation of market is 8%, of asset A is 25%，the Covariance of asset A and the market is 0.008. How much is the β of asset A
A: 0.10
B: 1.25
C: 0.40
D: 1.60
A: 0.10
B: 1.25
C: 0.40
D: 1.60
举一反三
- The higher the standard deviation of returns on an asset, the _________ is the asset's _________
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!)
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!) A: 0.5 or 50% B: 1 or 100% C: 0.1 or 10% D: .44 or 44%
- The expected return on a risky asset depends only on the market risk.
- The expected return on a risky asset depends only on the market risk. A: 正确 B: 错误