NO.PZ2018070201000089
问题如下：
Which of the following statements is correct in return-generating models?
选项：
A.The intercept of the market model is the asset’s estimated beta.
B.The intercept of the market model is the asset’s estimated alpha.
C.The intercept of the market model is the asset’s estimated variance.
解释：
B is correct.
In the market model, Ri =αi +βiRm +ei, the intercept, αi, is estimated using historical security and market returns.
老师您好，题目问的是return generating model,
但是解析解释的是Market model，
Market model属于单因子模型，单因子模型是多因子模型的特例，return generating model是多因子模型。
那么可以用特例代替解释多音字模型吗？
请问老师这道题在考什么呀~
