NO.PZ2020021002000125
问题如下:
Factor betas in a well-diversified portfolio provide a means for constructing a hedging strategy to reduce systematic risk. True or False? Discuss.
选项:
A.True
False
解释:
True
Each factor can be used to hedge the same factor that is reflected in a given security.
书上说的R=E(R)+beta1F1.....(.F是一些宏观经济因子),请问这是一个回归模型吗,如果是那E(R)跟后面的宏观经济不是有个多重共线性吗,如果不是怎么来确定beta的大小呢?