Please answer both QUESTION 5 Which of the following is not a reason why beta may differ between sources: Beta is based on historical values. Beta may be calculated using dfferent periodicities, such as monthly, weekly, or daily. The market benchmark may differ. Beta may be calculated using 3 years of data instead of 5 years of data. QUESTION 6 According to the CAPM, which of the following risks is irrelevant? O A. Market risk • B. All risks are always relevant 0 C. Unsystematic risk • D. Systematic risk

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A: Note: This post has two distinct questions. The first, Q8 has been answered below.

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Treasury Market

On-the-run securities are the most recently issued securities in the market depth and are therefore traded at some premium. The off-the-run securities are the ones issued just before the most recent ones. The on-the-run securities have a lower yield to the investor than the off-the-run securities.