NO.PZ2018070201000093
问题如下:
Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:
选项:
A.Security A has the highest beta value.
B.Security B has the highest beta value.
C.Security C has the highest beta value.
解释:
C is correct.
The beta value of security A is1.4
The beta value of security B is 1.33
The beta value of security C is1.5
Security C has the highest beta value.
老师,能不能用中文把这个公式的原型和变形验算一下,感觉贝塔有很多变形,但我并没有掌握到精髓