Relative to the underlying stock, a call option always has
A: a higher beta and a higher standard deviation of return.
B: a lower beta and a higher standard deviation of return.
C: a higher beta and a lower standard deviation of return.
D: a lower beta and a lower standard deviation of return.
A: a higher beta and a higher standard deviation of return.
B: a lower beta and a higher standard deviation of return.
C: a higher beta and a lower standard deviation of return.
D: a lower beta and a lower standard deviation of return.
举一反三
- The higher the standard deviation of returns on an asset, the _________ is the asset's _________
- Stocks with low beta coefficients have higher required rates of return.
- Stocks<br/>with low beta coefficients have higher required rates of return.<br/>()
- Stocks with low beta coefficients have higher required rates of return. A: 正确 B: 错误
- The covariance of the market"s returns with the stock"s returns is 0.007 and the standard deviation of the market"s returns is 0.15. What is the stock"s beta A: 0.23 B: 0.31 C: 0.57