Which of the following will affect the beta value of an individual security?
I.interval of time frequency used for the data sample
II.length of the time period used for the data sample
III.particular time period selected for the sampling
IV.choice of index used as the measure of the market
A) I and II only
B) I and III only
C) II and IV only
D) II, III, and IV only
E) I, II, III, and IV

Question

Quizplus · Accepted Answer

All the factors listed can affect the beta value of an individual security as they influence the calculation of beta, which is a measure of a security's volatility in relation to the market.

Which of the Following Will Affect the Beta Value of an Individual