Prelims 2023 · Economy · Question 93
In the context of finance, the term 'beta' refers to
Answer
a numeric value that measures the fluctuations of a stock to changes in the overall stock market
- (a) This describes arbitrage—buying and selling the same asset across markets to profit from price differences. Incorrect.
- (b) This refers broadly to portfolio management/risk-return balancing, not beta itself. Incorrect.
- (c) This describes basis risk, which arises when hedging is imperfect. Incorrect.
- (d) Beta is a numerical measure of a stock’s sensitivity/volatility relative to the overall market; market beta is typically taken as 1. Correct.