Beta is not ________. All the answers below are true, except for two. Select the...
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Beta is not ________. All the answers below are true, except for two. Select the two FALSE answers.
| A: | measured as a multiplier, rather than a percentage |
| B: | interpreted in the context of a market index |
| C: | a measure of volatility |
| D: | a measure of systematic risk |
| E: | interpreted in the context of the normal distribution |
| F: | a single-factor regression coefficient |
| G: | an indicator of the responsiveness of an asset to changes in a market index |
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