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In the context of the capital asset pricing model, the systematic measure of risk is captured by _________. a the standard deviation of returns b the variance of returns c beta d unique risk

Respuesta :

In the context of the capital asset pricing model, the systematic measure of risk is captured by beta.

What is systematic risk?

Systemic risk are risk that are inherent in the economy. This type of risk cannot be diversified. Examples of  systematic risk include recession, inflation, and high interest rates.

Systemic risk is measured by beta. The higher beta is, the higher the systemic risk.

To learn more about the capital asset pricing model, please check: https://brainly.com/question/15851284

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