Teaching UGC NET Mock Test Series 2025 (Paper 1 & 2) Business Statistics and Research Methods Correlation and regression of two variables
Given that the standard deviation of return of an asset is 0.024, the variance of the market rate of return is 0.004, the co-efficient of correlation of portfolio with market is 0.9, the market sensitivity index will be
1
0.012
2
0.018
3
0.0016
4
1.00