NO.PZ2018070201000088
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.
可以解释一下题吗,然后知识点在课件哪页?哪个视频几分几秒?