## If you are using ‘Betting against Beta’ strategy using the median beta of all the stocks in the market – stock beta is above median beta you will call it high beta stock, otherwise a low beta stock – What will be your strategy be for the month of Dec?

10. Question 10   If you are using ‘Betting against Beta’ strategy using the median beta of all the stocks in the market – stock beta is above median beta…

## The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you want to apply the ‘Betting against Beta’ strategy on 1 st of Dec, What value of beta will you use if you are using an estimation period of 6 month?

9. Question 9 The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you want…

## The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you want to apply the ‘Betting against Beta’ strategy on 1 st of July, What value of beta will you use for Peachy & Co in your strategy, if you are using an estimation period of 6 month?

7. Question 7 The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you want…

## The expected return of a stock is 7.4 %. The market return and risk free rate for that period is 5% and 3% respectively. Find the value of Beta.

1. Question 1 The expected return of a stock is 7.4 %. The market return and risk free rate for that period is 5% and 3% respectively. Find the value…

## The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you are using ‘Betting against Beta’ strategy using the median beta of all the stocks in the market – stock beta is above median beta you will call it high beta stock, otherwise a low beta stock – What will be your strategy be for the month of July?

8. Question 8 The monthly beta of Peachy & Co along with the median beta of all the stocks in the market is given in the table. If you are…

## In the betting against beta strategy, you short …

6. Question 6 In the betting against beta strategy, you short … 1 point   high beta stocks   low beta stocks

## In the betting against beta strategy, you long …

5. Question 5 In the betting against beta strategy, you long … 1 point   high beta stocks   low beta stocks

## If the actual return of the stock in the previous question is 9%. What is the alpha of this stock?

2. Question 2 If the actual return of the stock in the previous question is 9%. What is the alpha of this stock? 1 point   1.4   1.6  …

## If a stock has a relatively low beta, then the stock is …

4. Question 4 If a stock has a relatively low beta, then the stock is … 1 point   undervalued   overvalued

## If a stock has a relatively high beta, then the stock is …

3. Question 3 If a stock has a relatively high beta, then the stock is … 1 point   undervalued   overvalued