ased on five years of monthly data, you derive the following information for the companies listed: Company SDi rm Padma 11.10% 0.82 Meghna 12.60% 0.63 Jamuna 6.60% 0.45 Karnafully 9.70% 0.70 SD on Market 7.60% 1.00 Compute the beta coefficient for each stock.
ased on five years of monthly data, you derive the following information for the companies listed: Company SDi rm Padma 11.10% 0.82 Meghna 12.60% 0.63 Jamuna 6.60% 0.45 Karnafully 9.70% 0.70 SD on Market 7.60% 1.00 Compute the beta coefficient for each stock.
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Based on five years of monthly data, you derive the following information for
the companies listed:
| Company | SDi | rm |
| Padma | 11.10% | 0.82 |
| Meghna | 12.60% | 0.63 |
| Jamuna | 6.60% | 0.45 |
| Karnafully | 9.70% | 0.70 |
| SD on Market | 7.60% | 1.00 |
Compute the beta coefficient for each stock.
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