PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition 8007 Question # 39 Topic 4 Discussion

PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition 8007 Question # 39 Topic 4 Discussion

8007 Exam Topic 4 Question 39 Discussion:
Question #: 39
Topic #: 4

Consider the linear regression model for the returns of stock A and the returns of stock B. Stock A is 50% more volatile than stock B. Which of the following statements is TRUE?


A.

The stocks must be positively correlated ( )


B.

Beta must be positive ( )


C.

Beta must be greater in absolute value than the correlation of the stocks ( )


D.

Alpha must be positive ( )


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