NO.PZ2018091701000012
问题如下：
Based on the following table, macroeconomic two-factor model：
Which of the following statement is correct?
选项：
A. the expected return for Fund A is 4.01%.
B. the expected return for Fund B is 0.1%.
C. the expected return for Fund C is 1%.
解释：
A is correct.
考点：macroeconomic two-factor model的变量辨析。
解析：在宏观经济模型里，截距项就是expected return.
应该是可以把macro factor model都写出来的吧？但不知道benchmark在这里的作用是什么