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Busıness Fınance I Deneme Sınavı Sorusu #846778
Busıness Fınance I Deneme Sınavı Sorusu #846778
Which of the following measures the co-movement of a securities returns with the market return?
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Beta |
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Alfa |
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Sigma |
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Theta |
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Omega |
Yanıt Açıklaması:
Beta measures the co-movement of a securities returns with the market return. It is stimated by standardizing the covariance between a given security and market portfolio with the variance of the market.
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