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Estimation of beta

The beta of a stock depends on its covariance with the market return and the variance of the market return. Suppose that the predicted volatility for the Walmart return is 2% and the predicted volatility of the S&P 500 is 1%, while the correlation of their standardized returns is 0.5. What is the beta of the Walmart return?

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0.0001

1

0.5

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