Solved

A Financial Analyst Is Estimating Factor Beta for a Portfolio

Question 9

Multiple Choice

A financial analyst is estimating factor beta for a portfolio.He uses a regression of the historical returns of the security against the historical factor realizations.Which of the following is the factor beta using this regression analysis?


A) The sum of regression intercept and residual
B) The regression intercept
C) The regression residual
D) The slope coefficient in the regression

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q4: Explain the multifactor model equation.

Q5: Explain the factor analysis to generate factor

Q6: The unsystematic risk is:<br>A)the portion of return

Q7: Based on the market model,explain the two

Q8: Which of the following is true of

Q10: Which of the following is true of

Q11: Which of the following is true

Q12: Explain the construction of tracking portfolio for

Q13: The statistic used in the regression equation,R-squared:<br>A)represents

Q14: The _ of a security is the