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%
老师你好。 我有点混淆了，这题我是先用b=0.75=corr*y标准差/x标准差，先算出相关系数等于1，然后再用相关系数乘以变动值，得出-2。这么做的错误点，在哪里呢