Beta Is Defined as The

Multiple Choice

Beta is defined as the:

A) Slope of the security market line.
B) Amount of systematic risk in a risky asset relative to that in an average asset.
C) Ratio of unsystematic risk in a risky asset relative to the systematic risk in the overall market.
D) Ratio of the total risk in a risky asset relative to the systematic risk in the overall market.
E) Amount of systematic risk in a risky asset relative to that of a risk-free asset.