증권투자론 기말 문제은행, 족보

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Multiple Choice Questions 
1. An adjusted beta will be ______ than the unadjusted beta. A. lowerB. higherC. closer to 1D. closer to 0
 
Difficulty: Medium 
2. Fama and French claim that after controlling for firm size and the ratio of firm's book value to market value, beta is ______________.I. highly significant in predicting future stock returnsII. relatively useless in predicting future stock returnsIII. a good predictor of firm's specific risk A. I onlyB. II onlyC. I and III onlyD. I, II and III
 
Difficulty: Medium 
3. Which of the following are assumptions of the simple CAPM model?I. Individual trades of investors do not affect a stock's priceII. All investors plan for one identical holding periodIII. All investors analyze securities in the same way and share the same economic view of the worldIV. All investors have the same level of risk aversion A. I, II and IV onlyB. I, II and III onlyC. II, III and IV onlyD. I, II, III and IV

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