NO.PZ2020021002000096
问题如下：
What is the price per unit of beta risk?
选项：
A.E(Ri)
E(RM) - r
r
E(RM)
解释：
B is correct. E(RM) - r
E(RM) - r is the excess return of the market portfolio over the risk-free rate.
B表达的是risk premium，为什么选B
NO.PZ2020021002000096问题如下 In the CAPM, whis the expectereturn for a stowith a beta of 1? A.E(Ri) B.E(RM) - rC.r + (E(RM) - r)E(RM)+r Cis correct. Accorng to the CAPM, the expectereturn is r +β[E(RM) - r].Sinthe question says ththe stoha beta of 1, substituting 1 for beta gives the answer above.中文解析根据CAPM，预期收益为r + β[E(RM) - r]。因为问题说这只股票的贝塔值是1，用1代替贝塔就能得到上面的答案 这么看一个市场的所有股票预期收益一样的咯？因为市场的预期收益一样。
NO.PZ2020021002000096 问题如下 In the CAPM, whis the expectereturn for a stowith a beta of 1? A.E(Ri) B.E(RM) - r C.r + (E(RM) - r) E(RM) Cis correct. Accorng to the CAPM, the expectereturn is r +β[E(RM) - r].Sinthe question says ththe stoha beta of 1, substituting 1 for beta gives the answer above.中文解析根据CAPM，预期收益为r + β[E(RM) - r]。因为问题说这只股票的贝塔值是1，用1代替贝塔就能得到上面的答案 计算以后的最终结果？
