a 22. The is the square of the standard deviation. 23. The of shows the risk per unit of return and provides a more meaningful basis for comparison when the expected returns on alternative investments are not the same. 24. The risk is the difference between the expected rate of return on a given risky asset and that on a less risky asset. 25. The coefficient measures the tendency of two variables to move together. 26. A portolio consisting of all stocks is called the - portfolio 27. Market risk is the risk, which reflects a security's contribution to the portfolio's risk. 28. The Capltal Asset Pricing Model is based on the proposition that a stock's rate of return is equal to the risk-free rate of return plus a risk premium, where risk reflects 29. The risk premium is a measure of the additional return over the risk-free rate needed to compensate investors for assuming an average amount of risk. 30. The rate of return is the return that was actually earned during some past period