Pl tell me correct formula for systematic risk...
Study Material saying (beta) square x variance of market
Some tectbooks saying : beta x std deviation of markets.....
2 Replies
sudhakar ca cwa
(service)
(1518 Points)
Replied 10 November 2010
avinash
SD = SQ ROOT OF VARIENCE
SO BOTH THE FORMULAE ARE RIGHT
FATEMA
(CHARTERED ACCOUNTANT)
(719 Points)
Replied 10 November 2010
Systematic risk = Beta x std deviation of market portfolio
or
systematic risk = Beta x Square root of variance of market portfolio
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