NO.PZ2018070201000096
问题如下:
Which of the following statements is correct?
选项:
A.
The security characteristic line's slope is an asset's beta.
B.
The security characteristic line's slope is an asset's excess return.
C.
The security characteristic line's slope is an asset's risk premium.
解释:
A is correct.
The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of SCL is the asset's beta.
老师上课有讲sml slope是market risk premium呀