NO.PZ2023021601000034
问题如下：
Following its decision to divest its non-core assets, analysts expect HCL Corp's standard deviation of returns to rise to 30% and its correlation with the market portfolio to remain unchanged at 0.8. The risk-free rate and the market risk premium are expected to remain unchanged at 6% and 8%, respectively. However, the market portfolio's standard deviation of returns is expected to decrease to 15%. The firm's expected return after the restructure is closest to: (2016 mock)选项：
A.9.2%. B.18.8%. C.17.6%.解释：
市场回报率是多少
这不就是β公式吗。两个标准差分别是 HCL Corp's的0.3和market portfolio的0.15。ρ=0.8 代入计算就可以了。