NO.PZ2015121801000092
问题如下:
An analyst gathers the following information:
Which security has the highest total risk?
选项:
A.
Security 1.
B.
Security 2.
C.
Security 3.
解释:
A is correct.
Security 1 has the highest total variance; 0.0625 = compared to Security 2 and Security 3 with a total variance of 0.0400.
老师 想问下,不是说风险和收益率是成正比的嘛,风险越大,收益越大。那这题security1风险最大,为什么相应的收益却不是最大的?