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Systematic risk 2 and 4 1 and 2 1 and 4 2 and 3 Which of the following will redu

ID: 2639181 • Letter: S

Question

Systematic risk

2 and 4

1 and 2

1 and 4

2 and 3

Which of the following will reduce the required return on an investment?

a decrease in the Treasury bill rate and a decrease in beta

an increase in beta and a reduction in the Treasury bill rate

an increase in the Treasury bill rate and an increase in beta

an increase in the Treasury bill rate and a decrease in beta

An investor may reduce risk by selecting

stocks with poorly correlated returns

a cross-section of firms in the same industry

stocks traded on organized exchanges

high beta stocks

If a bond is selling for a premium, that implies

1 and 3

2 and 4

1 and 4

2 and 3

1. is the tendency for a stock's return and the return on the market to move together 2. is reduced by constructing a diversified portfolio 3. depends on the firm's business and financial risk 4. is measured by beta coefficients

Explanation / Answer

Systematic risk

c. 1 and 4

Which of the following will reduce the required return on an investment?

a. a decrease in the Treasury bill rate and a decrease in beta

An investor may reduce risk by selecting

a.stocks with poorly correlated returns

If a bond is selling for a premium, that implies

b. 2 and 4