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AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 228 Topic 23 Discussion

AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 228 Topic 23 Discussion

GLO_CWM_LVL_1 Exam Topic 23 Question 228 Discussion:
Question #: 228
Topic #: 23

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?


A.

0.94


B.

1.07


C.

1.31


D.

1.91


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