1. | The beta reflects the stock risk for investors which is usually |
a. | individual |
b. | collective |
c. | weighted |
d. | linear |
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Answer: (a).individual
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2. | For any or lower degree of risk, the highest or any expected return are the concepts use in |
a. | riskier portfolios |
b. | behavior portfolios |
c. | inefficient portfolios |
d. | efficient portfolios |
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Answer: (d).efficient portfolios
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3. | An unsystematic risk which can be eliminated but the market risk is the |
a. | aggregate risk |
b. | remaining risk |
c. | effective risk |
d. | ineffective risk |
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Answer: (b).remaining risk
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4. | An indication in a way that variance of y-variable is explained by x-variable which is shown as |
a. | degree of dispersion is one |
b. | degree of dispersion is two |
c. | degree of dispersion is three |
d. | degree of dispersion is four |
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Answer: (a).degree of dispersion is one
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5. | In regression of capital asset pricing model, an intercept of excess returns is classified as |
a. | Sharpe's reward to variability ratio |
b. | tenor's reward to volatility ratio |
c. | Jensen's alpha |
d. | tenor's variance to volatility ratio |
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Answer: (c).Jensen's alpha
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