A. Sharpe’s alpha
B. Standard alpha’s
C. Alpha’s variance
D. Variance
Related Mcqs:
- 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 - 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 - Interest rates, tax rates and market risk premium are factors which an/a_____________?
A. Industry cannot control
B. Industry cannot control
C. Firm must control
D. Firm cannot control - In capital market line, risk of efficient portfolio is measured by its____________?
A. Standard deviation
B. Variance
C. Aggregate risk
D. Ineffective risk - Positive minimum risk portfolio of any security shows that market security sold____________?
A. Equal to original price
B. Equal to sum of stocks
C. Less than original price
D. Greater than original price - Beta coefficient is used to measure market risk which is an index of__________?
A. Coefficient risk volatility
B. Market risk volatility
C. Stock market volatility
D. Portfolio market portfolio - Market where market makers keep record of stock of financial instruments is classified as_________________?
A. Stock market
B. Dealer market
C. Outcry auction system
D. Face to face communication - Market Risk is also called as __________?
A. Idiosyncratic Risk
B. Portfolio Risk
C. Capital Structure Risk
D. Systematic RiskSubmitted by: Yasir Alam
