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AAFM Exam CWM_LEVEL_2 Topic 5 Question 59 Discussion
Actual exam question for
AAFM's
CWM_LEVEL_2 exam
Question #: 59
Topic #: 5
[All CWM_LEVEL_2 Questions]
Topic #: 5
Section C (4 Mark)
Read the senario and answer to the question.
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?
Suggested Answer:
B
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