Calculate the systematic risk of the stock if Beta of the stock is 1.2 and standard deviation of the market is 10 percent a. 132 b. 144 c. 105.12 d. 121

Intermediate Financial Management (MindTap Course List)
13th Edition
ISBN:9781337395083
Author:Eugene F. Brigham, Phillip R. Daves
Publisher:Eugene F. Brigham, Phillip R. Daves
Chapter2: Risk And Return: Part I
Section: Chapter Questions
Problem 6P: The market and Stock J have the following probability distributions: a. Calculate the expected rates...
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Calculate the systematic risk of the stock if Beta of the stock is 1.2 and standard deviation of the market is 10 percent
a.
132
b.
144
c.
105.12
d.
121
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