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Commercial Pilot Licence (CPAER) – Canada · Question

Which component of the cost of equity calculation under the Capital Asset Pricing Model (CAPM) reflects the sensitivity of a stock's return to the overall market return?

Beta (β) in the CAPM formula measures the systematic risk of an investment, indicating how volatile its return is relative to the overall market.

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Question: Which component of the cost of equity calculation under the Capital Asset Pricing Model (CAPM) reflects the sensitivity of a stock's return to the overall market return?

Answer options:

  • The risk-free rate.
  • The market risk premium. ✅ Beta (β).
  • The company's dividend payout ratio.

Correct answer: Beta (β).

Explanation: Beta (β) in the CAPM formula measures the systematic risk of an investment, indicating how volatile its return is relative to the overall market.

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