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In the Equation Kj = Rf + ßj (Rm -

Question 98

Multiple Choice

In the equation Kj = Rf + ßj (Rm - Rf) ,


A) beta (ßj) is the stock's measure of volatility relative to the market.
B) Rm - Rf is the premium or excess return of the market versus the risk free rate.
C) ßj (Rm - Rf) is the expected return above the risk-free rate for the stock of company j.
D) all of the other answers are correct

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