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

View solution

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

View solution

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

View solution

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

View solution

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

View solution

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

View solution

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

View solution

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

View solution

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

View solution

Q. The formula written as 0.67(Historical Beta) + 0.35(1.0) is used to calculate

View solution

Q. A model which regresses the return of stock against the return of market is classified as

View solution

Q. According to capital asset pricing model assumptions, the quantities of all the assets are

View solution

Q. According to Fama French Three-Factor model, the market value of company equity is used to calculate

View solution

Q. The negative minimum risk portfolio of any security shows that market security sold

View solution

Q. In capital asset pricing model, the covariance between stock and the market is divided by variance of market returns is used to calculate

View solution

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

View solution

Q. The stock portfolio with the lowest book for market ratios is considered as

View solution

Q. A measure which is not included in Fama French Three-Factor model is

View solution

Q. An average return of portfolio divided by its standard deviation is classified as

View solution

Q. According to capital asset pricing model assumptions, the variances, expected returns and covariance of all assets are

View solution