E-PolyLearning

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

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

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

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

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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