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    Stocks' Beta

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    Stock A Stock B Stock C T-Bills Market Port
    Exp. Return .19 .15 .09 .07 .18
    Variance .0200 .1196 .0205 .0000 .0064
    Covariance with
    Mkt Portfolio .007 .0045 .0013 .0000 .0064

    Calculate each stock's beta based on the information given above.

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    Solution Preview

    Please help me calculate each stock's beta based on the information given above.  PLease show your calculations for this question.

    The beta of stock can be calculated using the ...

    Solution Summary

    The solution calculates Stocks' Beta using expected return and variance of each stock and also covariance of each stock with the market portfolio.