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

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

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

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

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

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

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

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

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

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

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

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Q. The sum of market risk and diversifiable risk are classified as total risk which is equivalent to

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Q. The betas tend to move towards 1.0 with the passage of time are classified as

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