Q.
1

 

  X-Security Market-Security
Expected Return (%)     15 12
Standard Deviation of the return (%)      6 4

Coefficient of Correlation between the returns                0.4

What is the Beta-coefficient of security X to measure its systematic risk?

Codes:

  • A

    1

  • B

    1.5

  • C

    0.6

  • D

    0.4