答案里面写:With an allocation of 60% to equities in the pension portfolio and a debt beta of zero, the beta for
the asset base of the pension fund equals 0.60. For the liability side, Setzer has USD 500 million
each in equity and debt (debt/equity of 1.0), and the Pension Plan has USD 800 million in debt
(beta of zero).
问题里只是写pension plan的market value是800啊。