问题如下图：
选项：
A. 
B. 
C. 
解释：
Shimin_CPA税法主讲、CFA教研 · 2019年01月07日
single index model ：Ri=a+bRm+残差项
security characteristic line: Ri-Rf=a+b(Rm-Rf)+残差项
两个公式算出来的b很接近，但值不等。
ZAA · 2019年01月08日
就是这两个线各代表啥啊？？？能解析一下吗
xkacmzz · 2019年01月09日
资产特征线是用excess return做回归得来的，目的是求贝塔，即线的斜率。贝塔为某个股对于市场的敏感程度或市场对于该股的影响程度。single index模型是单因素模型的一种，即CAPM
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 讲义里说了SML的斜率是market risk premium呀
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 不明白证券特征线指什么
NO.PZ2015121801000096问题如下The slope of the security characteristic line is asset’s:A.beta.B.excess return.C.risk premium.is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope.excess return和risk premium 的区别是什么
不知道这是哪里的知识点呢