问题如下图：不太理解C为什么不对？
选项：
A. 
B. 
C. 
解释：
NO.PZ2018070201000091 问题如下 Whiof the following is most accurate in the return-generating mol? A.Return-generating mols are useto rectly estimate the expectereturn of a security. B.Return-generating mols are useto rectly estimate the weights of securities in a portfolio. C.Return-generating mols are useto rectly estimate the parameters of the capitmarket line. A is correct.In the market mol, Ri =αi +βiRm +ei, we use historicsecurity anmarket returns to estimate the intercept, αi, anslope coefficient,βi. Baseon the intercept anslope coefficient, we cprefirm-specific returns of a security. Ri=α+βRm+e，根据实际的历史数据回归得到α和β。得到α和β，然后再代入数据就可以得到预测的Ri，所以选A，老师我这样理解对吗？
NO.PZ2018070201000091问题如下Whiof the following is most accurate in the return-generating mol?A.Return-generating mols are useto rectly estimate the expectereturn of a security.B.Return-generating mols are useto rectly estimate the weights of securities in a portfolio.C.Return-generating mols are useto rectly estimate the parameters of the capitmarket line.A is correct.In the market mol, Ri =αi +βiRm +ei, we use historicsecurity anmarket returns to estimate the intercept, αi, anslope coefficient,βi. Baseon the intercept anslope coefficient, we cprefirm-specific returns of a security.如果不是为啥里要写market mol,题目明明说的是return generating mol
NO.PZ2018070201000091 请问A项，老师上课时说market mol的Ri是rereturn，capm的是理论上的expectereturn, 为什么a项说预测的是expecteruturn是对的呢？
NO.PZ2018070201000091 老师这个概念在哪个章节讲的？
NO.PZ2018070201000091 Return-generating mols are useto rectly estimate the weights of securities in a portfolio. Return-generating mols are useto rectly estimate the parameters of the capitmarket line. A is correct. In the market mol, Ri =αi +βiRm +ei, we use historicsecurity anmarket returns to estimate the intercept, αi, anslope coefficient,βi. Baseon the intercept anslope coefficient, we cprefirm-specific returns of a security.return generating mol是指多因子模型么？还是用来回归求beta的market mol？怎么感觉这条答案的有点不对
