The only way to estimate a beta for a security is to calculate the covariance of the security with the market.
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Q6: Studies have shown the beta is more
Q7: Beta is a measure of unsystematic risk.
Q8: Using the S&P index as the proxy
Q9: The planning period for the CAPM is
Q10: Beta can be thought of as indexing
Q12: CAPM states that only the overall market
Q13: CML can be applied only to portfolio
Q14: Because the market portfolio is reasonable in
Q15: If the market portfolio is mean-variance efficient,
Q16: There can be only one zero-beta portfolio.
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