2B1B THE SYSTEMATIC RISK OF AN INDIVIDUAL SECURITY IS MEASURED BY THE...

110.

CSO: 2B1b

LOS: 2B1b

The systematic risk of an individual security is measured by the

a.

standard deviation of the security’s rate of return.

b.

covariance between the security’s returns and the general market.

c.

security’s contribution to the portfolio risk.

d.

standard deviation of the security’s returns and other similar securities.