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朱明远 · 2021年07月13日

No.PZ2015121801000090 (选择题)

NO.PZ2015121801000090

问题如下:

With respect to return-generating models, the slope term of the market model is an estimate of the asset’s:

选项:

A.

total risk.

B.

systematic risk.

C.

nonsystematic risk.

解释:

B  is correct.

In the market model, RiiiRm +ei, the slope coefficient, βi, is an estimate of the asset’s systematic or market risk.

beta是非系统性风险吧?这个改如何记?

1 个答案

丹丹_品职答疑助手 · 2021年07月14日

嗨,从没放弃的小努力你好:


同学你好,beta是衡量系统性风险,的所以选择b。我们在capm这一章讲的通常认为非系统行风险可以被分散,所以关注的都是系统性风险。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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