question archive Question 13) Select all that are true with respect to the CAPM Beta
Question 13) Select all that are true with respect to the CAPM Beta
Subject:FinancePrice: Bought3
Question 13) Select all that are true with respect to the CAPM Beta. Beta is a measure of total risk Beta is a measure of systematic risk A Beta of O implies that the asset has average systematic risk A Beta of 1 implies that the asset has average systematic risk A positive Beta implies the asset has more systematic risk than the overall market
Question 14 1 pts In a CAPM world, which of the following, A or B, has a higher expected return? A has a standard deviation of 40% and a Beta of 0.90 whereas B has a standard deviation of 25% and a Beta of 1.10. ?? OB
Question 15 1 pts In a CAPM world, if you invest in an asset where all the risk is diversifiable, then the expected return is ?? The risk free rate We need more information
