and that of the market returns is 15%

NO.PZ2024120401000015

问题如下：

In running a regression of the returns of Stock XYZ against the returns on the market, the standard deviation of the returns of Stock XYZ is 20%, and that of the market returns is 15%. If the estimated beta is found to be 0.75. What is the correlation between the returns of Stock XYZ and those of the market?

选项：

0.75

0.5625

0.15

1.0

解释：

为什么15%就是波动率呢？是因为that么。。。

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李坏_品职助教 · 2025年01月27日

嗨，爱思考的PZer你好：

the standard deviation of the returns of Stock XYZ is 20%, and that of the market returns is 15%.

这句话的第一个主语是standard deviation，而后面的that指的也是standard deviation，所以15%就是标准差σx。

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and that of the market returns is 15%

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