Which of the following is a measure of systematic risk?
A)alpha
B)beta
C)gamma
D)sigma

Name: Which of the following is a measure of systematic risk? A)alpha B)beta C)gamma D)sigma
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Question

Quizplus · Accepted Answer

Beta is a measure of systematic risk, which measures the sensitivity of a stock's returns to changes in the overall market. Alpha measures the risk-adjusted performance of an investment, gamma is not a commonly used measure in finance, and sigma is a measure of volatility.

Which of the Following Is a Measure of Systematic Risk