Chapter 9 - The Capital Asset Pricing Model question and answers 2023
Chapter 9 - The Capital Asset Pricing Model question and answers 2023 B - correct answer In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A. unique risk. B. beta. C. standard deviation of returns. D. variance of returns. E. skewness. B - correct answer In the context of the Capital Asset Pricing Model (CAPM) the relevant risk is A. unique risk. B. systematic risk. C. standard deviation of returns. D. variance of returns. E. semi-variance. B - correct answer In the context of the Capital Asset Pricing Model (CAPM) the relevant risk is A. unique risk. B. market risk. C. standard deviation of returns. D. variance of returns. E. semi-variance. A - correct answer According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. market risk. B. unsystematic risk. C. unique risk. D. reinvestment risk. E. interest rate risk. A - correct answer According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. beta risk. B. unsystematic risk. C. unique risk. D. reinvestment risk. E. interest rate risk. A - correct answer According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. systematic risk. B. unsystematic risk. C. unique risk. D. reinvestment risk. E. interest rate risk. B - correct answer The market portfolio has a beta of A. 0. B. 1. C. -1. D. 0.5. E. 0.75
Written for
- Institution
- CAPM
- Course
- CAPM
Document information
- Uploaded on
- June 17, 2023
- Number of pages
- 17
- Written in
- 2022/2023
- Type
- Exam (elaborations)
- Contains
- Questions & answers
Subjects
-
b in the context of the capital asset pricing mode
-
b in the context of the capital asset pricing
-
a according to the capital asset pricing model ca
Also available in package deal