QUESTIONS 115 THROUGH 120 RELATE TO PORTFOLIO MANAGEMENT

119. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2012
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2012
119. A stock has a correlation of 0.45 with the market and a standard deviation of returns of 12.35%. If the market has a standard deviation of returns of 8.25%, then the beta of the stock is closest to: A. 0.30. B. 0.67. C. 1.50.