NO.PZ2023091901000039
问题如下：
Assuming a positive market risk premium and holding all other things equal, which of the following statements about the CAPM is correct?
选项：
A.The expected return on a security decreases when its
correlation with the market return decreases
For a security with a beta greater than 1.0, an
increase in the risk-free rate will increase its expected return.
A stock with a beta of 2.0 will always have a higher
standard deviation than a stock with a beta of 0.5
The expected return on a security will increase when
the standard deviation of the market return increases
解释：
为什么，没懂
