RE: Chapter 7 - Quiz problem
Davidson, Scott C. ( (no email) )
Tue, 25 Aug 1998 15:05:00 -0400
> From:
> Dionne_Chisolm@mercer.com[SMTP:Dionne_Chisolm@mercer.com]
> Sent: Tuesday, August 25, 1998 3:30 PM
> To: studygroup5B@lists.casact.org
> Subject: Chapter 7 - Quiz problem
>
> Can someone please provide a solution for Quiz problem #6 in
> Chapter
> 7? Thank you.
>
>
Basically, it's just a weighted average of the stock's return in
relation to the market's return.
For Stock A:
(0)/(-10) + (20)/(10)
2 equals 1.0
For Stock B:
(-20)/(-10) + (20)/(10)
2 equals 2.0
For Stock C:
(-30)/(-10) + (0)/(10)
2 equals 1.5
For Stock D:
(15)/(-10) + (15)/(10)
2 equals 0.0
For Stock E:
(10)/(-10) + (-10)/(10)
2 equals -1.0
that's it !