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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Q. In capital asset pricing model, the investors assume that buying and selling activity will

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Q. For the investors, the more steeper slope of indifference curve shows the more

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

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Q. The third factor in the Fama French three factor model is the ratio which is classified as

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Q. In capital asset pricing model, the assumptions must be followed including

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Q. The two alternative expected returns are compared with the help of

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Q. The dollar return is divided by invested amount which is used for calculating the

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Q. An analysis of decision making of investors and managers is classified as

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