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What does variance mean?
Variance is the sum of the squared differences between the expected and the actual returns of an investment.
Variance is the difference between the budgeted and the expected results of a project.
Variance is a statistical measure of the spread of actual returns around the expected returns.
Variance is the square root of the difference between the expected and the actual returns of an investment.
Variance is a tool to measure the profitability of projects.
What are characteristics of market risk?
Market risk is the unanticipated effect that changes in technology or laws have on project cash flows.
Market risk can be eliminated through diversification.
Market risk is a component of risk that cannot be avoided by investors or firms who make risky investments.
Market risk includes the unanticipated effect that changes in interest rates or inflation rates have on project cash flow.
Market risk creates uncertainty in cash flows that result out of unanticipated changes in political changes in foreign markets.
… describes the process of holding more than one asset in a portfolio.
… will increase risk.
… can eliminate market risk.
… is investing in diverse securities.
… can reduce risk.
What is the beta of an investment?
The beta of an investment is a measure of its standard deviation from its budgeted return.
The beta of an investment is a measure of its unique risk.
The beta of an investment is a measure of its return.
The beta of an investment is a measure of the risk that is added to a well diversified portfolio by making such an investment.
The beta of an investment is a measure of its sensibility towards general changes in the market.
Which of the following is true about unique risk?
Unlike market risk it cannot be eliminated by diversification.
It is also called systematic risk.
It is the risk that the value of an investment will decrease due to moves in the market.
There is no interdependence between the unique risks of different firms.
It is composed by beta and the market risk premium.
What is CAPM?
It assumes, that investors must be compensated for bearing unique risk.
It is the difference between the rate of market return and the rate of risk-free interest.
It is used to estimate a company's cost of capital.
It says that expected return on an investment is calculated by adding a risk premium to its market interest rate.
It is the theory of how risk and return are linked together.
Which of the following is/are (an) assumption(s) of CAPM?
Investors will generally expect a higher rate of return on short-term investments, than on long-term investments.
Most investors are risk-indifferent.
Unique risk can be eliminated through diversification, so that only market risk remains.
Investors must be compensated for the time value of money and for bearing systematic risk.
Investments with a high market risk are generally preferred to investments with a high firm-specific risk.
A rise in the risk-averseness of investors will lead to...
a downward-shift in the Security Market Line.
a flatter slope in the Security Market Line.
an upward-shift in the Security Market Line.
none of the above.
a steeper slope of the Security Market Line.
Investors are generally...
Market risk premium
is calculated by adding the risk-free interest rate to the market return.
is the expected rate of return above market return.
is a means of compensation for the time value of money.
is calculated by by subtracting the risk-free interest rate from the market return.
of an investment must be high to attract risk-seeking investors.
According to CAPM, what is the beta of an investment with a market return of 9 % and an expected interest rate of 10.5 %, if the risk premium is 5.5 %?
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