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The intercept of security characteristic line (SCL) is:?

A. Beta.

B. RM – RF.

C. Jensen’s alpha..

Cash Flow Forecasting Financial Reporting Financial Systems Finance CFA
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Question added by Shahbaz Hayder , Group Head of Finance , Sharif Group of Companies
Date Posted: 2015/07/11
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Shazia Anees
by Shazia Anees , Assistant Manager Finance , Arham Trading Company

C. Jensen’s alpha.=====================

Shahbaz Hayder
by Shahbaz Hayder , Group Head of Finance , Sharif Group of Companies

Option C is the right answer.

Deleted user
by Deleted user

C) Jensen's alpha. According to the Security Characteristic line, the slope of the SCL is the security’s beta, and the intercept is its alpha.

Zehab Osman
by Zehab Osman , Accountant , Aldar Consultancy Co.

B-------------------------------------------------

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