NO.PZ2015121802000032
问题如下:
The security market line measures which of the following risk?
选项:
A.Total risk.
B.Unsystematic risk.
C.Systematic risk.
解释:
C is correct.
The security market line (SML) plots return against systematic risk, systematic risk is non-diversified risk.
security market line (SML)和CAPM是什么关系?