Asked by Jamie Cunningham on Mar 10, 2024
Verified
You run a regression for a stock's return on a market index and find the following Excel output:
This stock has greater systematic risk than a stock with a beta of ________.
A) .50
B) 1.5
C) 2
D) 3
Systematic Risk
Systematic risk refers to the risk inherent to the entire market or market segment, often influenced by factors like economic, political, and social changes.
Beta
A measure of the volatility or systematic risk of a security or a portfolio compared to the market as a whole.
- Examine regression findings relevant to stock and market returns.
Verified Answer
A
Answered By Askgram User
Mar 10, 2024Final Answer :
A
Explanation :
Explanation: .50 < 1.32
Explanation :
.50 < 1.32
Learning Objectives
- Examine regression findings relevant to stock and market returns.