NO.PZ2015121801000088
问题如下:
The sum of an asset’s systematic variance and its nonsystematic variance of returns is equal to the asset’s:
选项:
A.beta.
B.total risk.
C.total variance.
解释:
C is correct.
The sum of systematic variance and nonsystematic variance equals the total variance of the asset. References to total risk as the sum of systematic risk and nonsystematic risk refer to variance, not to risk.
这题目解析说的什么意思?看不懂