Assumed the betas for securities A,B, and C are shown here. Security Beta A 1.4 B .80 C -.90
A. Calculate the change in return for each security if the market experiences an increase in its rate of return of 13.2% over the next period.
B. Calculate the change in return for each security if the market experiences a C. Decrease in its rate of return of 10.8% over the next period