The cash flow beta is the:
A) covariance of the future cash flow with the return of the tangency portfolio,divided by the standard deviation of the return of the tangency portfolio.
B) covariance of the future cash flow with the return of the tangency portfolio,multiplied by the standard deviation of the return of the tangency portfolio.
C) covariance of the future cash flow with the return of the tangency portfolio,divided by the variance of the return of the tangency portfolio.
D) covariance of the future cash flow with the return of the tangency portfolio,multiplied by the variance of the return of the tangency portfolio.
Correct Answer:
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