111. In calculation of betas, an adjusted betas are highly dependent on historical
112. A curve which shows attitude towards risk just way reflected in return trade-off function is classified as
113. In capital market line, risk of efficient portfolio is measured by its
114. Formula written as 0.67(Historical Beta) + 0.35(1.0) is used to calculate
115. A model which regresses return of stock against return of market is classified as
116. According to capital asset pricing model assumptions, quantities of all assets are
117. According to Fama French Three-Factor model, market value of company equity is used to calculate
118. Negative minimum risk portfolio of any security shows that market security sold
119. In capital asset pricing model, covariance between stock and market is divided by variance of market returns is used to calculate
120. Stocks which has high book for market ratio are considered as
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- Financial Management - Section 1
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- Financial Management - Section 13