The table below gives the historic return over the past five months for the market portfolio and two assets: A and B
Which of the answers below best describes the historic beta for A and B?
Month Market Asset A Asset B
1 3% 5% 4%
2 -5% -6% 4%
3 1% 4% 4%
4 -10% -12% 4%
5 6% 10% 4%
A) ?A < 0; ?B = 0
B) ?A > 0; ?B = +1
C) ?A > 0; ?B = 0
D) ?A > +1; ?B = 0
E) ?A < -1; ?B = +1
D
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