Question
In our discussion of the CAPM, the beta coefficient is: A. The slope of a regression (or characteristic) line B. A measure of diversifiable risk
In our discussion of the CAPM, the beta coefficient is: A. The slope of a regression (or characteristic) line
- B. A measure of diversifiable risk
- C. Inferior to the standard deviation as a measure of portfolio risk
- D. A multiplier of the market return
- E. All of the above.
Which of the following is a relevant risk for a stock that is held in a portfolio?
A. Systematic risk
- B. Non-market risk
- C. Diversifiable risk
- D. Total risk
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Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Cornett
8th Edition
1264098723, 978-1264098729
