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Homework answers / question archive / An asset has a standard deviation of 15% and a correlation with the market portfolio of 0

An asset has a standard deviation of 15% and a correlation with the market portfolio of 0.46. The market return has a standard deviation of 25%

*Required*

- Compute the beta of the asset.
*[5 marks]* - Interpret this beta value.
*[5 marks]* - If you are a risk-averse investor, would you invest in this asset?
*[5 marks]*

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