Examlex
Which of the following would be useful to include in a stress audit?
Share Price
The current price at which a single share of a company's stock can be bought or sold.
CAPM
Capital Asset Pricing Model, a model that describes the relationship between systematic risk and expected return for assets, particularly stocks.
Beta
A measure of a stock's volatility in relation to the overall market; a beta above 1 indicates higher volatility than the market average.
Risk-Free Rate
The return expected from an investment that carries no risk of loss.
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