medium · Private Equity value-creation

When calculating the 'Unlevered Beta' (β_U) for a peer set, what are you effectively removing from the observed 'Levered Beta' (β_L)?

  1. Financial risk arising from the company's capital structure.
  2. Unsystematic risk tied to the firm's management quality.
  3. The impact corporate tax rates have on the firm's reported net income.
  4. Systematic risk associated with broad movements in the overall equity market.

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