The market has a standard deviation of 10.8% while a risky security has a standard deviation of 22.5%. The covariance of the stock with the market is .0149. What is the beta of the stock?
A)1.09
B)1.11
C)1.15
D)1.19
E)1.28

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The Answer of The market has a standard deviation of 10.8% while a risky security has a standard deviation of 22.5%. The covariance of the stock with the market is .0149. What is the beta of the stock?
A)1.09
B)1.11
C)1.15
D)1.19
E)1.28

The Market Has a Standard Deviation of 10