Rosenberg and Guy Found That __________ Helped to Predict a Firm's

question 75

Multiple Choice

Rosenberg and Guy found that __________ helped to predict a firm's beta.

• A) the firm's financial characteristics
• B) the firm's industry group
• C) firm size
• D) the firm's financial characteristics and the firm's industry group
• E) All of the options are correct.

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Definitions:

Variance

A statistical measure of dispersion that shows how much values in a data set differ from the mean.

Standard Deviation

A statistical measure that quantifies the amount of variation or dispersion of a set of data values from the mean, used to assess the spread of a data distribution.

Statistics

Calculated numbers that summarize data and relationships among variables in a sample.

Z-score

A numerical measurement that describes a value's relationship to the mean of a group of values, expressed in terms of standard deviations from the mean.