NO.PZ2023102301000037
问题如下：
Widget. Inc. is considering an investment in a new business line. The company calculates the RAROC for the new business line to be 12%. Suppose the risk-free rate is 5%. The expected rate of return on the market is 11 .0%. And the systematic risk of the company is 1.5. If the company only invests in new businesses for which the ARAROC (adjusted RAROC) exceeds the risk-free rate. What return will this new business earn for Widget. Inc.?选项：
A.0.00% B.12.00% C.4.70% D.6.00%解释：
这题解题过程是？算出来不符合要求，不投，所以回报为0？
