Beta is defined as:
A) a measure of volatility of a security's returns relative to the returns of a broad-based market portfolio of securities.
B) the ratio of the variance of market returns to the covariance of returns on a security with the market
C) the inverse of the slope of the security regression line
D) all of the above

Question

Quizplus · Accepted Answer

Beta is a measure of volatility of a security's returns relative to the returns of a broad-based market portfolio of securities.

Beta Is Defined As