Multiple Choice
The beta of ABC Co. stock is the slope of
A) the security market line.
B) the characteristic line for a plot of returns on the S&P 500 versus returns on short-term Treasury bills.
C) the arbitrage pricing line.
D) the line of best fit for a plot of ABC Co. returns against the returns of the market portfolio for the same period.
Correct Answer:
Verified
Correct Answer:
Verified
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