- CFA Exams
- CFA Level I Exam
- Study Session 18. Portfolio Management (1)
- Reading 53. Portfolio Risk and Return: Part II
- Subject 3. The Capital Asset Pricing Model
CFA Practice Question
Standard deviation and beta both measure risk, but they are different in that beta measures ______
A. only systematic risk, while standard deviation is a measure of total risk.
B. only unsystematic risk, while standard deviation is a measure of total risk.
C. both systematic and unsystematic risk, while standard deviation measures only systematic risk.
User Contributed Comments 1
| User | Comment |
|---|---|
| Mikehuynh | Beta: systematic risk SD: total risk |