AAFM Exam GLO_CWM_LVL_1 Topic 3 Question 87 Discussion

Actual exam question for AAFM's GLO_CWM_LVL_1 exam

Question #: 87
Topic #: 3

Portfolio A had a return of 12% in the previous year, while the market had an average return of 10%. The standard deviation of the portfolio was calculated to be 20%, while the standard deviation of the market was 15% over the same time period. If the correlation between the portfolio and the market is 0.8, what is the Beta of the portfolio A?

A0.94

B1.07

C1.31

D1.91

Show Suggested Answer

Suggested Answer: D

by Wenona at Aug 22, 2024, 01:45 PM

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Shonda

2 hours ago

I think we need to calculate the Beta of portfolio A.

upvoted 0 times

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