A stock with a beta of 0.8 is _______ risky than the market and will _______ when the market changes. Reminder: Beta = change in stock / change in market.....what would cause this fraction to be less than 1....a smaller or larger change in the stock when the market changes....is that an underreaction or overreaction?     Less; overreact     Less; underreact     More; overreact     More; underreact

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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  1. A stock with a beta of 0.8 is _______ risky than the market and will _______ when the market changes. Reminder: Beta = change in stock / change in market.....what would cause this fraction to be less than 1....a smaller or larger change in the stock when the market changes....is that an underreaction or overreaction?

       

    Less; overreact

       

    Less; underreact

       

    More; overreact

       

    More; underreact

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