NO.PZ2022081802000048
问题如下:
An analyst gathers the following information:
选项:
A.Security 1. B.Security 2. C.Security 3.解释:
SolutionB is correct. Security 2 has the lowest beta value; 0.93 = ρ2,mσ2σm=(0.70)(20%)15% compared to Security 1 and 3 with beta values of 1.00 and 1.07, respectively.
market risk 就是系统性风险吗?