Given the following information:
a) What are the average monthly returns on Stock X and the S&P TSX?
b) What are the standard deviations of the monthly returns on Stock X and the S&P TSX?
c) What is the covariance of the returns on Stock X and the S&P TSX?
d) What is the beta of Stock X?
e) What is the implied risk-free rate?
Correct Answer:
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