tinylumpy · 2025年01月31日
NO.PZ2015121802000052
问题如下：
Which of the following statement is most accurate about beta?
选项：
A.Beta is best described as the slope of the security market line.
B.Beta is best described as correlation of returns with those of the market portfolio.
C.Beta is best described as sensitivity of an asset's return to the return on market index.
解释：
C is correct.
A stock's beta is sensitivity of an asset's return to the return on market index.
如题
NO.PZ2015121802000052 问题如下 Whiof the following statement is most accurate about bet A.Beta is best scribethe slope of the security market line. B.Beta is best scribecorrelation of returns with those of the market portfolio. C.Beta is best scribesensitivity of asset's return to the return on market inx. C is correct.A stock's beta is sensitivity of asset's return to the return on market inx. beta是SML线的斜率，market risk premium是SML线的横轴
NO.PZ2015121802000052 问题如下 Whiof the following statement is most accurate about bet A.Beta is best scribethe slope of the security market line. B.Beta is best scribecorrelation of returns with those of the market portfolio. C.Beta is best scribesensitivity of asset's return to the return on market inx. C is correct.A stock's beta is sensitivity of asset's return to the return on market inx. ac
请问B说的是什么意思？
理解C是对的，但A为什么不对？
老师，根据C这个句子，我可以认为 Market inx 可以衡量market risk premium 吗？
