An investor gathered the following information regarding three stocks, which are not in the market portfolio: Standard Deviation 25% 30% 23% Stock A B C The return on the market portfolio is 15% with a standard deviation of 21%, and the risk-free rate of return is 4%. Stock A's nonsystematic variance is closest to: 0.0036 Expected Return 22% 17% 19% O 0.0247 O 0.0091 Beta 1.1 1.4 0.8

An investor gathered the following information regarding three stocks, which are not in the market portfolio: Standard Deviation 25% 30% 23% Stock A B C The return on the market portfolio is 15% with a standard deviation of 21%, and the risk-free rate of return is 4%. Stock A's nonsystematic variance is closest to: 0.0036 Expected Return 22% 17% 19% O 0.0247 O 0.0091 Beta 1.1 1.4 0.8

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 14P

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Similar questions

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