In the capital asset pricing model, the beta coefficient is a measure of ________

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In the capital asset pricing model, the beta coefficient is a measure of ________

A. business-specific risk

B. unsystematic risk

C. nondiversifiable risk

D. non-aggregate risk

0

Answer:

A: business-specific risk

Explanation to the above answer

Beta is the measure for volatility and specific or  systematic risk, of the market as a whole.

In (CAPM) capital asset pricing model , Beta is used and it  calculates  expected return for asset based on  beta & expected market returns.

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