A. Alpha coefficient
B. Beta coefficient
C. Stand-alone coefficient
D. Relevant coefficient
Related Mcqs:
- Sum of market risk and diversifiable risk are classified as total risk which is equivalent to_______________?
A. Sharpe’s alpha
B. Standard alpha’s
C. Alpha’s variance
D. Variance - Type of relationship exists between an expected return and risk of portfolio is classified as___________?
A. Non-linear
B. Linear
C. Fixed and aggregate
D. Non-fixed and non-aggregate - Relationship between risk and required return is classified as___________?
A. Security market line
B. Required return line
C. Market risk line
D. Riskier return line - An effect of interest rate risk and investment risk on a bond’s yield is classified as_________?
A. Reinvestment premium
B. Investment risk premium
C. Maturity risk premium
D. Defaulter’s premium - Risk free rate is subtracted from expected market return is considered as___________?
A. Country risk
B. Diversifiable risk
C. Equity risk premium
D. Market risk premium - Relevant information about stock market price if it is given, then this price is called______________?
A. Market price
B. Intrinsic price
C. Extrinsic price
D. Unstable price - Difference between actual return on stock and predicted return is considered as___________?
A. Probability error
B. Actual error
C. Prediction error
D. Random error - An unsystematic risk which can be eliminated but market risk is the__________?
A. Aggregate risk
B. Remaining risk
C. Effective risk
D. Ineffective risk - According to market risk premium, an amount of risk premium depends upon investor______________?
A. Risk taking
B. Risk aversion
C. Market aversion
D. Portfolio aversion - Beta reflects stock risk for investors which is usually_________?
A. Individual
B. Collective
C. Weighted
D. Linear
