NO.PZ2015121801000091
问题如下：
With respect to return-generating models, which of the following statements is most accurate? Return-generating models are used to directly estimate the:
选项：
A.expected return of a security.
B.weights of securities in a portfolio.
C.parameters of the capital market line.
解释：
A is correct.
In the market model, Ri =αi +βiRm +ei, the intercept, αi, and slope coefficient,βi, are estimated using historical security and market returns. These parameter estimates then are used to predict firm-specific returns that a security may earn in a future period.
如题，感谢老师解答
