أنشئ حسابًا أو سجّل الدخول للانضمام إلى مجتمعك المهني.
(a) rise with fall in market
(b) fall with fall in market
(c) no effect
(d) none of above ?
d) none of the above.
I think a negative beta highly unlikely, however, since it would imply less risk than a risk free investment.
If we are going through formula, here we see, ra =2rf - rm (when the Beta of -1)
I am just trying, I do not know much about CAPM. Maybe I am wrong.
Thank you.....
a) rise with fall in market
