The amount of systematic risk present in a particular risky asset relative to that in an average risky asset is called the:
A: mean.
B: risk premium.
C: standard deviation.
D: beta coefficient.
E: variance.
A: mean.
B: risk premium.
C: standard deviation.
D: beta coefficient.
E: variance.
举一反三
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!)
- Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.______
- The _____ tells us that the expected return on a risky asset depends only on that asset's nondiversifiable risk A: efficient markets hypothesis B: systematic risk principle C: open markets theorem D: law of one price
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!) A: 0.5 or 50% B: 1 or 100% C: 0.1 or 10% D: .44 or 44%
- Selling a risky asset before the loss occurs (selling a risky stock) A: Loss control B: Loss retention C: Loss prevention D: Risk transfer