Impact value of beta when estimating from historical returns

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Reference no: EM131586737

1. Which of the following items will impact the value of beta when estimating from historical returns?

a. the choice of the market portfolio

b. the length of the time series

c. the choice of risk-free rate

d. all of the above

2. According to the efficient market hypothesis, mutual fund and hedge fund managers should, on average, earn a return that is ___________ to the market return

a. equal to

b. greater than

c. less than

d. none of the above

Reference no: EM131586737

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