Solved

Share a Has a Beta of 1

Question 32

Multiple Choice

Share A has a beta of 1.5 and Share B has a beta of 0.5.Which of the following statements must be true about these securities? (Assume the market is in equilibrium.)


A) When held in isolation, Share A has greater risk than Share B.
B) Share B would be a more desirable addition to a portfolio than Share A.
C) Share A would be a more desirable addition to a portfolio than Share B.
D) The expected return on Share A will be greater than that on Share B.
E) The expected return on Share B will be greater than that on Share A.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Unlock this Answer For Free Now!

View this answer and more for free by performing one of the following actions

qr-code

Scan the QR code to install the App and get 2 free unlocks

upload documents

Unlock quizzes for free by uploading documents