NO.PZ2015121801000094
问题如下:
An analyst gathers the following information:
Which security has the least amount of market risk?
选项:
A.Security 1.
B.Security 2.
C.Security 3.
解释:
B is correct.
Security 2 has the lowest beta value; compared to Security 1 and 3 with beta values of 1.00 and 1.07, respectively.
解析中 0.93=�2��2��=(0.70)(20%)15% 这个公式
beta的公式不应该是cov(1,2)/0.15的平方吗?为什么解析中会这样算的