问一道题：NO.PZ2018070201000093

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:

选项：

Security A has the highest beta value.

Security B has the highest beta value.

Security C has the highest beta value.

解释：

C is correct.

The beta value of security A is $= \frac{ρ_{A m} δ_{A}}{δ_{m}} =$ 1.4

The beta value of security B is $= \frac{ρ_{B m} δ_{B}}{δ_{m}} =$ 1.33

The beta value of security C is $= \frac{ρ_{C m} δ_{C}}{δ_{m}} =$ 1.5

Security C has the highest beta value.

老师可以把公式演算一遍吗？

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星星_品职助教 · 2020年01月15日

同学你好，

这道题就是根据讲义上的公式计算β，直接代数即可。以security A为例，βA=0.3/0.15×0.7=1.4，其余两个可以自己练习一下，熟悉下公式，答案解析的数字正确。

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NO.PZ2018070201000093 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest beta value. B.Security B hthe highest beta value. C.Security C hthe highest beta value. C is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security C hthe highest beta value. 老师，能不能用中文把这个公式的原型和变形验算一下，感觉贝塔有很多变形，但我并没有掌握到精髓

2022-08-20 21:15 1 · 回答

NO.PZ2018070201000093 Security B hthe highest beta value. Security C hthe highest beta value. C is correct. The beta value of security A is =ρAmδAδm=1.4 The beta value of security B is =ρBmδBδm=1.33 The beta value of security C is =ρCmδCδm=1.5 Security C hthe highest beta value. 请问下这些列中哪列是个股的stanrviation哪个是market的stanrviation呢

2022-02-16 11:48 1 · 回答

问一道题：NO.PZ2018070201000093

1 个答案

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