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A stock has a beta of 0.95. The systematic risk of this stock is ____________ the...

A stock has a beta of 0.95. The systematic risk of this stock is ____________ the stock market as a whole.

A. indeterminable compared to
B. equal to
C. lower than
D. higher than
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Answer #1

The correct answer is option c i.e. lower than.

A stock has a beta of 0.95. The systematic risk of this stock is lower than the stock market as a whole.

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