问题如下图：
选项：
A. 
B. 
C. 
这个不应该是portfolio的收益率吗？CAPM不才是单个证券的收益率吗？
NO.PZ2015121801000091问题如下 With respeto return-generating mols, whiof the following statements is most accurate? Return-generating mols are useto rectly estimate the:A.expectereturn of a security.B.weights of securities in a portfolio.C.parameters of the capitmarket line.is correct.In the market mol, Ri =αi +βiRm +ei, the intercept, αi, anslope coefficient,βi, are estimateusing historicsecurity anmarket returns. These parameter estimates then are useto prefirm-specific returns tha security mearn in a future perio不是说CAMP是看预期收益率的；这个Ri=α+β*Rm+残差项是通过真实历史数据，回归出α和β吗？这道题问算预期收益率的，怎么又用这个了呢？
NO.PZ2015121801000091 如题，感谢老师解答
NO.PZ2015121801000091 如题。。。。。。。。。。。。。。。
C啥意思。。
