What would not be true about a GNP beta?
A)If a stock's $\beta$ GNP = 1.5, the stock will experience a 1.5% increase for every 1% surprise increase in GNP.
B)If a stock's $\beta$ GNP = -1.5, the stock will experience a 1.5% decrease for every 1% surprise increase in GNP.
C)It is a measure of risk.
D)It measures the impact of systematic risk associated with GNP.
E)None of the above.

Question

Quizplus · Accepted Answer

All the statements are true regarding GNP beta, which measures a stock's sensitivity to changes in the Gross National Product.

What Would Not Be True About a GNP Beta? A)If β\betaβ

What Would Not Be True About a GNP Beta?
A)If $\beta$