Beta which is estimated as regression slope coefficient is classified as

historical beta
market beta
coefficient beta
risky beta

The correct answer is: C. coefficient beta

Beta is a measure of the volatility of a stock relative to the market. It is calculated by regressing the stock’s returns against the market’s returns. The slope of the regression line is the beta coefficient.

A beta of 1 indicates that the stock moves in perfect correlation with the market. A beta of less than 1 indicates that the stock is less volatile than the market, while a beta of greater than 1 indicates that the stock is more volatile than the market.

Historical beta is the beta coefficient that is calculated using historical data. Market beta is the beta coefficient that is calculated using current market data. Risky beta is the beta coefficient that is calculated using a risk-free rate of return.

Coefficient beta is the most common type of beta coefficient. It is calculated using historical data and is used to measure the volatility of a stock relative to the market.

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