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Thomas Centeno
on Nov 07, 2024

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Portfolio betas will always be greater than 1.0.

Portfolio Betas

Measures the volatility, or systemic risk, of a portfolio of investments relative to the overall market, indicating its sensitivity to market movements.

Greater Than 1.0

This term typically implies a value that exceeds one in magnitude, often used in financial ratios indicating a positive performance or ratio above one.

  • Assess and clarify the significance of portfolio beta in measuring risk against the market benchmark.
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BA
beatrice akua serwaa kobiNov 08, 2024
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