Q. For any or lower degree of risk, the highest or any expected return are the concepts use in

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Q. An unsystematic risk which can be eliminated but the market risk is the

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Q. An indication in a way that variance of y-variable is explained by x-variable which is shown as

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Q. In regression of capital asset pricing model, an intercept of excess returns is classified as

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Q. In arbitrage pricing theory, the required returns are functioned of two factors which have

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Q. If the book value is greater than market value comparison with the investors for future stock are considered as

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Q. An average return of portfolio divided by its coefficient of beta is classified as

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Q. The slope coefficient of beta is classified statistically significant if its probability is

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Q. The second factor in the Fama French three factor model is the

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Q. The difference between actual return on stock and the predicted return is considered as

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Q. The complex statistical and mathematical theory is an approach, which is classified as

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Q. The first step in determining an efficient portfolio is to consider

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Q. The tendency of people to blame failure on bad luck but given tribute of success to themselves is classified as

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Q. The stock portfolio with the highest book to market ratios is considered as

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Q. The high portfolio return is 6.5% and the low portfolio return is 3.0% then the HML portfolio will be

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Q. The stocks which has lower book for market ratio are considered as

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Q. An individual stock required return is equal to risk free rate plus bearing risk premium is an explanation of

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Q. The future beta is needed to calculate in most situations is classified as

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Q. An efficient set of portfolios represented through graph is classified as an

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Q. The rational traders immediately buy the stock when the price is

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