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Commerce · Q719

Financial Management

Graduate and Post Graduate · Commerce · question 719

Q719

In capital asset pricing model, covariance between stock and market is divided by variance of market returns is used to calculate

A.
sales turnover of company
B.
risk rate of company
C.
beta coefficient of company
Answer
D.
weighted mean of company

Answer: Option C

Solution

Answer: Option C
Solution:
In capital asset pricing model, covariance between stock and market is divided by variance of market returns is used to calculate beta coefficient of company. beta of a company measures how the company's equity market value changes with changes in the overall market. It is used in the Capital Asset Pricing Model (CAPM) to estimate the return of an asset.