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The Beta of ABC Co

Question 26

Multiple Choice

The beta of ABC Co.shares is the slope of


A) the security market line.
B) the characteristic line for a plot of returns on the S&P/ASX 200 versus returns on short-term Treasury notes.
C) Expected return over time.
D) the line of best fit for a plot of ABC Co.returns against the returns of the market portfolio for the same period.

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