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MMLU-Pro / 5413 / The covariance between Stock A and the market index is 88, while their standard…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

The covariance between Stock A and the market index is 88, while their standard deviations are respectively 19% and 14%. What is the beta of Stock A?

category

other

options

  1. 0.75
  2. 0.95
  3. 0.65
  4. 0.55
  5. 0.24
  6. 1.05
  7. 0.245
  8. 0.85
  9. 0.35
  10. 0.45

src

ori_mmlu-professional_accounting

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Source and history

Official source

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