Question
Problem 15 Stock A has a beta of 1.2, and stock B has a beta of 1. The returns of stock A are ______ sensitive
Problem 15
Stock A has a beta of 1.2, and stock B has a beta of 1. The returns of stock A are ______
sensitive to changes in the market than are the returns of stock B.
A. 20% more
B. slightly more
C. 20% less
D. slightly less
The answer is A but could you explain
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
7th Edition
0136103227, 9780136103226
