Systematic Risk

question 29

Multiple Choice

Systematic risk

• A) is the standard deviation of a securities returns.
• B) is measured with beta.
• C) is measured with standard deviation.
• D) none of the above.

Determine the appropriate type of control chart to use in various quality control scenarios.

Grasp the concepts and applications of acceptance sampling in quality control.

Differentiate between process capability measures CS1U1B1pS1U1B0 and CS1U1B1pkS1U1B0.

Identify the purpose and application of different statistical process control charts.

---

Definitions:

Excess Return

The return on an investment above the return on a risk-free investment or benchmark index.

Bogey Portfolio

A benchmark portfolio used to evaluate the performance of a mutual fund or investment manager, typically reflecting a standard or targeted investment strategy.

Geometric Average

A type of mean that represents the central tendency or typical value of a set of numbers by using the product of their values.

Value Line Index

An index that represents the performance of approximately 1,700 stocks in the Value Line Arithmetic and Geometric averages.