NO.PZ2018070201000094
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 least amount of market risk.
B.Security B has the least amount of market risk.
C.Security C has the least amount of market risk.
解释:
B 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 B has the lowest beta value, therefore, it has the lowest amount of market risk.
for A ,β=0.7*0.3/0.15=1.4
for B ,β=0.8*0.25/0.15=1.333
for C ,β=0.9*0.25/0.15=1.5
請問0.15怎麽算出來的?