You run a regression for a stock's return on a market index and find the following Excel output:

The stock is ________ riskier than the typical stock.
A) 32%
B) 15.44%
C) 12%
D) 38%

Name: You run a regression for a stock's return on a market index and find the following Excel output: The stock is ________ riskier than the typical stock. A) 32% B) 15.44% C) 12% D) 38%
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Question

You run a regression for a stock's return on a market index and find the following Excel output:

The stock is ________ riskier than the typical stock.
A) 32% 
B) 15.44% 
C) 12% 
D) 38%

Quizplus · Accepted Answer

Beta of 1.32 means that this stock is 32% riskier than the market.

You Run a Regression for a Stock's Return on a Market