Beta values for a particular security will vary depending upon I. The interval of time frequency used for the data sample.
II) The length of the time period used for the data sample.
III) The particular time period selected.
IV) The index selected as the measure of the market.
A) II and IV only
B) III and IV only
C) I, II, and III only
D) II, III, and IV only
E) I, II, III, and IV

Question

Quizplus · Accepted Answer

Beta values for a security can indeed vary based on the interval of time frequency used (daily, weekly, etc.), the length of the time period (how many months or years of data), the specific time period selected (which can reflect different market conditions), and the market index chosen as the benchmark (different indexes may have different compositions and volatility).

Beta Values for a Particular Security Will Vary Depending Upon