Question

Which of the following will affect the beta value of an individual security?
I. interval of time frequency used for the data sample
II. length of the time period used for the data sample
III. particular time period selected for the sampling
IV. choice of index used as the measure of the market
A. I and II only
B. I and III only
C. II and IV only
D. II, III, and IV only
E. I, II, III, and IV

Answer

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