What would not be true about a GNP beta?
A)If a equity's b GNP = 1.5,the equity will experience a 1.5% increase for every 1% surprise increase in GNP.
B)If a equity's b GNP = -1.5,the equity will experience a 1.5% decrease for every 1% surprise increase in GNP.
C)It is a measure of risk.
D)It measures the impact of systematic risk associated with GNP.
E)None of the above.

Question

Quizplus · Accepted Answer

All the statements A, B, C, and D accurately describe aspects of GNP beta, making none of them untrue.

What Would Not Be True About a GNP Beta