NO.PZ2020021002000096
问题如下：
In the CAPM, what is the expected return for a stock with a beta of 1?
选项：
A.
E(Ri)
B.
E(RM) - r
C.
r + (E(RM) - r)
D.
E(RM)+r
解释：
Cis correct.
According to the CAPM, the expected return is r +β[E(RM) - r].
Since the question says that the stock has a beta of 1, substituting 1 for beta gives the answer above.
中文解析：根据CAPM，预期收益为r + β[E(RM) - r]。因为问题说这只股票的贝塔值是1，用1代替贝塔就能得到上面的答案
这么看一个市场的所有股票预期收益一样的咯？
因为市场的预期收益一样。
