Which of the following statements about return-generating models is most accurate?
您的回答B, 正确答案是: C
A
Factor weights in the market model are derived from theoretical models
B
不正确The market model uses macroeconomic, fundamental, and statistical factors
C
The single-index model allows the decomposition of total variance into systematic and nonsystematic variances
这道题的知识在哪?能不能详细解释一下每个选项