问题如下图:
选项:
A.
B.
C.
解释:
这个题没懂,可否帮忙讲解一下?
对应哪段讲义?
NO.PZ2018070201000095问题如下Whiof the following statements about the capitmarket theory is correct?A.The average beta of all assets in the market is less th1.0.B.The average beta of all assets in the market is equto 1.0.C.The average beta of all assets in the market is greater th1.0.B is correct.With respeto capitmarket theory, all assets' average beta in the market is equto 1.0.老师capitmarket theory是什么意思?
The average beta of all assets in the market is equto 1.0. The average beta of all assets in the market is greater th1.0. B is correct. With respeto capitmarket theory, all assets' average beta in the market is equto 1.0. 应该是所有风险资产的组合,beta才等于1吧?这里说的是所有资产,那当然也包括无风险资产,无风险资产的引入势必让beta小于1才对吧?