Which of the following statements about risk measures is correct?

A. Beta is a measure of total risk, whereas standard deviation is the measure of unsystematic risk.
B. Beta is a measure of unsystematic risk, whereas standard deviation is the measure of total risk.
C. Beta is a measure of total risk, whereas standard deviation is the measure of systematic risk.
D. Beta is a measure of systematic risk, whereas standard deviation is the measure of total risk.
E. Beta is a measure of total risk, whereas Standard deviation is the measure of systematic risk.


Answer: D

Business

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