问题如下:
Which of the following statements is correct?
选项:
A.The beta of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.
B.The total risk of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.
C.The total variance of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.
解释:
C is correct.
The asset's total variance is equal to the sum of systematic variance and nonsystematic variance. References to total risk as the sum of systematic risk and nonsystematic risk refer to variance, not to risk.
为什么B不对呢?风险不就是用方差衡量的吗