Reading 51: An Introduction to Asset Pricing Models - LOS statements, following, black, about, white

mayanfang1

Q7. Which of the following statements about risk is FALSE?

A)   The market portfolio consists only of systematic risk.

B)   Total risk = systematic risk - unsystematic risk.

C)   Unsystematic risk is diversifiable risk.

Q8. Beta is a measure of:

A)   total risk.

B)   systematic risk.

C)   company-specific risk.

mayanfang1

答案和详解如下：

Q7. Which of the following statements about risk is FALSE?

A)   The market portfolio consists only of systematic risk.

B)   Total risk = systematic risk - unsystematic risk.

C)   Unsystematic risk is diversifiable risk.

Correct answer is B)

Total risk = systematic risk + unsystematic risk

Q8. Beta is a measure of:

A)   total risk.

B)   systematic risk.

C)   company-specific risk.

Correct answer is B)

Beta is a measure of systematic risk.

duo1115

bb

fange520

ba

jacky_z

Thanks

erpang8888

a

connie198226

thanks

whoami158

d

wildwolf06

B B

dullmul

thx