Essentials Of Investments
11th Edition
ISBN: 9781260013924
Author: Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher: Mcgraw-hill Education,
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Which asset in the following table has the most market risk (also known as systematic or non-diversifiable risk)? (Ch. 8)
Return | Beta | Standard Deviation | |
Asset A | 9% | 0.95 | 20% |
Asset B | 13% | 1.10 | 35% |
Asset C | 10% | 1.00 | 40% |
Group of answer choices
Asset A
Asset C
Asset B and Asset C
Asset B
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