| 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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