请问为何b不对？

问题如下：

Which of the following statements about the capital asset pricing model is correct?

选项：

An individual asset's expected return's primary determinant is the asset’s beta.

An individual asset's expected return's primary determinant is the market risk premium.

An individual asset's expected return's primary determinant is the asset’s standard deviation.

解释：

A is correct.

Under the CAPM theory, an individual asset's expected return's primary determinant is the asset’s beta, or the degree of correlation between the asset and the market.