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

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

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

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

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Q. A theory which states that the assets are traded at the price equal to its intrinsic value is classified as

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Q. In capital asset pricing model, the characteristic line is classified as

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Q. All the assets are perfectly divisible and liquid in

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Q. The relationship between risk free asset and a single risky asset are always

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Q. The gross domestic product, the world economy strength and level of inflation are the factors which is used to determine

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