Multiple Choice
Security A has a beta of .99, security B has a beta of 1.2, and security C has a beta of -1.0. This information indicates that
A) security A has the highest degree of market risk.
B) security B has 20% more systematic risk than the market.
C) security C has the highest degree of market risk.
D) security C would be the best investment if a strong bull market is expected.
Correct Answer:
Verified
Correct Answer:
Verified
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