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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Q. All the points lie on the line if the degree of dispersion is

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Q. A high portfolio return is subtracted from low portfolio return to calculate

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Q. The second step in determining efficient portfolios is to consider efficient subset from the set of

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

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Q. According to capital asset pricing model assumptions, the investors will borrow unlimited amount of capital at any given

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Q. In calculation of betas, an adjusted betas are highly dependent on historical

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Q. A curve which shows attitude towards risk just the way reflected in return trade-off function is classified as

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Q. In capital market line, the risk of efficient portfolio is measured by its

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