Question
Suppose one of the stock you have invested has beta equals 0.6 when the market portfolio was down by 12%, then you expect this stock
Suppose one of the stock you have invested has beta equals 0.6 when the market portfolio was down by 12%, then you expect this stock to:
A. gain less than 12%
B. gain more than 12%
C. lose less than 12%
D. lose more than 12 %
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Interest Rate Swaps And Their Derivatives A Practitioners Guide
Authors: Amir Sadr
1st Edition
0470443944, 978-0470443941
