CAPM stock beta
economic stock beta
CAPM portfolio beta
CAPM realized beta
✅ The correct answer is A.
First factor in Fama French three factor model is CAPM stock beta. The Capital Asset Pricing Model (CAPM) describes the relationship between systematic risk and expected return for assets, particularly stocks.
First factor in Fama French three factor model is CAPM stock beta. The Capital Asset Pricing Model (CAPM) describes the relationship between systematic risk and expected return for assets, particularly stocks.