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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Q. The yield on bond is 7% and the market required return is 14% then market risk premium would be

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Q. An expected rate of return is denoted by

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Q. In expected future returns, the tighter probability distribution shows risk on given investment which is

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Q. An inflation free rate of return and inflation premium are the two components of

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Q. The risk affects any firm with the factors such as war, recessions, inflation and high interest rates is classified as

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