You are given the following information concerning a stock and the market: Year Market Stock 2014 18 % 30 % 2015 14 14 2016 20 4 2017 −8 −17 2018 35 16 2019 15 22 a

Finance Apr 03, 2021

You are given the following information concerning a stock and the market:

Year Market Stock

2014 18 % 30 %

2015 14 14

2016 20 4

2017 −8 −17

2018 35 16

2019 15 22

Calculate the average return and standard deviation for the market and the stock. (Use Excel to complete the problem. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

Calculate the correlation between the stock and the market, as well as the stock's beta. (Use Excel to complete the problem. Do not round intermediate calculations. Round your correlation answer to 2 decimal places and beta answer to 4 decimal places.)

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