NO.PZ2018070201000105
问题如下：
Based on the capital asset pricing model, please choose the security whose expected return will be impacted most by a decline in the expected market return.
选项：
A.Security 1.
B.Security 2.
C.Security 3.
解释：
C is correct.
A security with higher beta will be more sensitive to a change in the expected market return, so a decline in the expected market return will have the greatest impact on the expected return of Security 3.
这道题是从哪看出，要比较系统性风险呢？题目中提到市场风险，是不是说市场风险就是系统性风险（不包括非系统性风险）？
