The variability in a security’s returns resulting from fluctuations in the aggregate market is known as;

Related MCQs

• The variability in a security’s return resulting from changes in the level of interest rates is referred to as;
• Stock returns are generally expected to be independent across weekdays, but a number of studies have found returns on Monday to be lower than in the rest of the week. This departure from market efficiency is also sometimes called the _____ effect.
• If the market is _______, the period after a favorable (unfavorable) event would not generate returns beyond (less than) what is suggested by an equilibrium model such as CAPM
• The gilt-edged market refers to the market for
• A portfolio that provides highest returns at a given level of risk.
• A statistical measure of the degree to which two variables (e.g., securities' returns) move together.
• The market for short term loans is known as
• Shares which are not affected by market movements are known as:
• Which one of the following is not a money market security
• These are the market risks that cannot be diversified.