CFA一定过！ · 2023年10月29日
NO.PZ2015121801000096
问题如下：
The slope of the security characteristic line is an asset’s:
选项：
A.
beta.
B.
excess return.
C.
risk premium.
解释：
A is correct.
The security characteristic line is a plot of the excess return of the security on the excess return of the market. In such a graph, Jensen’s alpha is the intercept and the beta is the slope.
excess return和risk premium 的区别是什么
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 讲义里说了SML的斜率是market risk premium呀
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 不明白证券特征线指什么
这个回归的公式，和single inx mol啥区别？？？？公式很像啊
不知道这是哪里的知识点呢
