Which of the following is not a determinant of the risk of a portfolio?

A) the amount of money invested in each asset in the portfolio

B) the degree to which the returns of the assets in the portfolio move together

C) the expected returns on the individual assets in the portfolio

D) the number of assets in the portfolio

When computing a market beta using historical returns, the preferred returns to use are

A)daily returns.

B)monthly returns.

C)quarterly returns.

D)annual returns.

The CAPM expected rate of return is equal to the

A) time premium plus the default premium plus the expected risk premium.

B) default premium plus the expected risk premium.

C) time premium plus the default premium.

D) time premium plus the expected risk premium.