Question: Beta is: (select the 2 true answers) A: A regression coefficient B: A measure of the dispersion of returns around the mean. C: A measure
Beta is: (select the 2 true answers)
| A: | A regression coefficient |
| B: | A measure of the dispersion of returns around the mean. |
| C: | A measure of the responsiveness of a stock's returns to changes in the returns on a market index. |
| D: | A measure of unsystematic risk |
| E: | A measure of the responsiveness of a stock's returns to changes in the firm's fundamentals |
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