To Construct a Beta Mimicking Portfolio,a Portfolio Is Constructed That

question 31

Multiple Choice

To construct a beta mimicking portfolio,a portfolio is constructed that has:

• A) a return equal to the risk-free rate
• B) a beta of zero
• C) a beta of one
• D) identical variance to the market portfolic

---

Definitions:

Never Recovered

A phrase indicating that something or someone did not return to a normal or original state after damage or loss.

Memorials

Structures, objects, or events created or held to remember and honor the memory of a person or event.

Grieving Process

A series of emotional stages experienced after the loss of a loved one, often comprising denial, anger, bargaining, depression, and acceptance.

Western Practice

Medical, legal, or cultural procedures and norms that are predominant or originating in Western countries.