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NO.PZ2018070201000094 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe least amount of market risk. B.Security B hthe least amount of market risk. C.Security C hthe least amount of market risk. B is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security B hthe lowest beta value, therefore, it hthe lowest amount of market risk. Market Risk 难道不应该指的是系统性风险吗？ 比如加息等。我看了看别的同学问的问题，我觉得助教回答不是很靠谱，“这道题的市场风险就是非系统性风险”。 是教材里面明确这么写的吗（Market Risk = B)？如果是的话那我会改变我的立场，如果教材里没有明确写，我会觉得加息等行为是市场风险。

NO.PZ2018070201000094问题如下Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe least amount of market risk.B.Security B hthe least amount of market risk.C.Security C hthe least amount of market risk.B is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security B hthe lowest beta value, therefore, it hthe lowest amount of market risk.根据CAPM公式，securities A和B的expecteReturn一样，为什么Beita会不一样

NO.PZ2018070201000094问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe least amount of market risk.B.Security B hthe least amount of market risk.C.Security C hthe least amount of market risk.B is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security B hthe lowest beta value, therefore, it hthe lowest amount of market risk.market risk为什么用B算

NO.PZ2018070201000094 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe least amount of market risk. B.Security B hthe least amount of market risk. C.Security C hthe least amount of market risk. B is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security B hthe lowest beta value, therefore, it hthe lowest amount of market risk. for A ,β=0.7*0.3/0.15=1.4for B ,β=0.8*0.25/0.15=1.333for C ,β=0.9*0.25/0.15=1.5請問0.15怎麽算出來的？