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

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

View solution

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

View solution

Q. The stock issued by company have higher rate of return because of

View solution

Q. The betas that are constantly adjusted to reflect changes in capital structure and firms operations are classified as

View solution

Q. The type of relationship exists between an expected return and risk of portfolio is classified as

View solution

Q. The capital market line reflects an attitude of investors towards risk which is considered as an/a

View solution