CoboCards App FAQ & Wishes Feedback
Language: English Language
Sign up for free  Login

This flashcard is just one of a free flashcard set. See all flashcards!

All main topics / Finance & Investment / Derivatives / Derivatives
115
Which of the following does NOT describe beta?
A.A measure of the sensitivity of the return on an asset to the return on an index
B.The slope of the best fit line when the return on an asset is regressed against the return on the market
C.The hedge ratio necessary to remove market risk from a portfolio
D.Measures correlation between futures prices and spot prices for a commodity
Answer: D

A, B, and C all describe beta but beta has nothing to do with the correlation between futures and spot prices for a commodity

New comment
Flashcard info:
Author: CoboCards-User
Main topic: Finance & Investment
Topic: Derivatives
Published: 27.10.2015

Cancel
Email

Password

Login    

Forgot password?
Deutsch  English