A financial analyst is estimating factor beta for a portfolio.He uses a regression of the historical returns of the security against the historical factor realizations.Which of the following is the factor beta using this regression analysis?
A) The sum of regression intercept and residual
B) The regression intercept
C) The regression residual
D) The slope coefficient in the regression
Correct Answer:
Verified
Q9: Which of the following is true
Q10: If equity A's beta on the inflation
Q11: Factor analysis:
A)uses macroeconomic time-series that capture changes
Q12: The unsystematic risk is:
A)the portion of return
Q13: Which of the following is true of
Q14: Which of the following is true of
Q15: Explain the factor analysis to generate factor
Q16: Which of the following is an empirical
Q17: Which of the following is true of
Q19: The statistic used in the regression equation,R-squared:
A)represents
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