Which of the following statements is ? ( )
A:
B: Higher beta stocks have a higher required return.
C: Company-specific risk can be diversified away.
D: The slope of the security market line is measured by bet
E: The market risk premium is affected by attitudes about risk.
F: Two securities with the same stand-alone risk can have different betas.
A:
B: Higher beta stocks have a higher required return.
C: Company-specific risk can be diversified away.
D: The slope of the security market line is measured by bet
E: The market risk premium is affected by attitudes about risk.
F: Two securities with the same stand-alone risk can have different betas.
举一反三
- Which of the following risks can be diversified through portfolio investment? _____. A: Interest rate risk B: Inflation risk C: Market risk D: Default risk
- Company A’s shares have a higher beta factor than company B’s. Which of the following is true about company A? A: Total risk is higher than company B B: It is exposed to more systematic risk factors than company B C: Its shares are under priced D: It is exposed to higher levels of systematic risk than company B
- Which of the following statements regarding a country risk premium is TRUE A: Country risk arises from expected economic and political events. B: Firms in different countries assume significantly different financial risk. C: Exchange rate risk is relatively small and can be ignored.
- Which of the following is NOT a risk factor for a country's risk premium（） A: Business risk. B: Financial risk. C: Technology risk.
- Stedsmart Ltd and Fignermo Ltd are alike with respect to financial and operating characteristics, except that Stedsmart Ltd has less publicly traded debt outstanding than Fignermo Ltd. Stedsmart Ltd is most likely to have? no market liquidity risk|lower market liquidity risk|higher market liquidity risk|空