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

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

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Q. The riskless rate in addition with risk premium is multiplied by standard deviation of portfolio for using to calculate expected return rate on

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Q. The realized and required return for individual stocks are classified as function of fundamental

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Q. The first factor in the Fama French three factor model is

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Q. A line which shows the relationship between an expected return and risk on efficient portfolio is considered as

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Q. The relationship between total risk of stock, diversifiable risk and market risk is classified as

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Q. In arbitrage pricing theory, the higher required rate of return is usually paid on the stock

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Q. The formula written as market risk premium divided by standard deviations of returns on market portfolio is used to calculate

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