NO.PZ2023021601000031
问题如下：
In the context of capital market theory and the capital asset pricing model (CAPM), the average investor is least likely to be compensated for assuming risk that can be:选项：
A.Reduced by diversification. B.Related to interest rate volatility. C.Related to changes in macroeconomic variables.解释：
Unsystematic risk (risk that can be diversified away) is not rewarded. Systematic risk is the risk for which investors are compensated. Systematic risk is that part of total risk that is correlated with the market and related to changes in macroeconomic variables (such as changes in interest rate volatility). Standard deviation of returns of the market portfolio is a measurement of systematic risk“capital market theory”资本市场理论不包含那个计算组合的风险么？组合的风险公式里不就是分散化越好，风险越小么？