A single-index model uses as a proxy for the systematic risk-11283
A single-index model uses __________ as a proxy for the systematic risk factor.
This multiple choice question (MCQ) is related to the book/course vu fin630 Investment Analysis & Portfolio Management. It can also be found in vu fin630 Final Term - Quiz No.8.
A single-index model uses __________ as a proxy for the systematic risk factor.
A market index, such as the S&P 500
The current account deficit
The growth rate in GNP
The unemployment rate