NO.PZ2024120401000016
问题如下：
In running a regression of the returns of Stock XYZ against the returns on the market, the standard deviation of the returns of Stock XYZ is 20%, and that of the market returns is 15%. If the estimated beta is found to be 0.75 and the market falls by 2%, what is the expected return on Stock XYZ?
选项：
A.1.5%
B.-1.5%
C.2%
D.-2%
解释：
β * 2%=0.75 * 2%=1.5%
market falls 2%，那return应该是-1.5%啊
