The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%. The beta for Taggart Transcontinental is closest to:

The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%. The beta for Taggart Transcontinental is closest to:

Naim 13:57

The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%.
The beta for Taggart Transcontinental is closest to:



A) 0.75
B) 0.80
C) 1.00
D) 1.10


Answer: C


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