› CFA › CFA Level 1 › Question of the Week – Portfolio Management Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 Question of the Week – Portfolio Management Add A Reply Login Sign Up This topic has 2 replies, 2 voices, and was last updated Jun-187:28 am by Mamapato1. Author Posts AdaptPrepParticipant Undecided 09 Jun 2018 at 7:49 pm Up3Down:: The standard deviation of the market portfolio is 0.2. The beta of a company with standard deviation 0.6 and market correlation of 0.4 is closest to: 0.8 1 1.2 AdaptPrepParticipant Undecided 13 Jun 2018 at 7:26 pm Up4Down:: Beta = (correlation) * (security std dev) / (market std dev) = 0.4 * 0.6 / 0.2 = 1.2 Mamapato1Participant CFA Level 1 14 Jun 2018 at 7:28 am Up4Down:: okay Author Posts Viewing 2 reply threads You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In
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