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12. The variance of stock X’s return is 16%, the variance of market return is 6.25%, the correlation coefficient of return on stock X and market is 0.6, and according to CAPM, the beta of stock X is:
(A) 0.88
(B) 0.96
(C) 1.0
(D) 1.2 共 3 頁，第 1 頁 Questions (13) ~ (16) Suppose that in the coming year, you expect Exxon-Mobil stock to have a volatility of 42% and a beta of 0.9, and Merck's stock to have a volatility of 24% and a beta of 1.1. The risk free interest rate is 4% and the market's expected return is 12%.
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統計： 尚無統計資料
統計： 尚無統計資料
