Multiple Choice
Which of the below statements is FALSE?
A) The systematic risk of a portfolio is simply the market value-weighted average of the systematic risk of the individual securities.
B) The beta (β) for a portfolio consisting of all stocks is 1.00.
C) The beta of a security or portfolio can be estimated using statistical analysis.
D) There will be no difference in the calculated beta depending on the length of time over which a return is calculated and the number of observations used
Correct Answer:
Verified
Correct Answer:
Verified
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