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You are given the following information concerning a stock and the market: |
Returns | |||||
Year | Market | Stock | |||
2005 | 15 | % | 27 | % | |
2006 | 14 | 30 | |||
2007 | 15 | 6 | |||
2008 | -14 | -24 | |||
2009 | 37 | 16 | |||
2010 | 15 | 25 | |||
1. | Calculate the average return and standard deviation for the market and the stock. (Use excel to complete the problem. Round your answer to 2 decimal place. Omit the "%" sign in your response.) |
Market | Stock | |
Average return | % | % |
Standard deviation | % | % |
2. | Calculate the correlation between the stock and the market, as well as the stockA????1s beta. (Use excel to complete the problem. Round your correlation answer to 2 decimal places and Beta answer to 4 decimal places.) |
Correlation | |
Beta |
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