Busıness Fınance I Deneme Sınavı Sorusu #1077371
Which of the following is the definition of the capital-asset-pricing model?
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It is a model describing the relationship between the unsystematic risk of a security and expected returns |
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It is a model describing the relationship between the unsystematic risk of a security and unexpected returns |
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It is a model describing the relationship between the systematic risk of a security and unexpected returns |
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It is a model describing the relationship between the systematic risk of a security, namely beta, and expected returns |
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It is a model describing the relationship between risk-free asset and expected returns |
Capital-Asset-Pricing Model is a model describing the relationship between the
systematic risk of a security, namely beta, and expected returns. As long as the market
risk premium is positive, higher beta value bring higher returns.
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