这题具体是考察哪个知识点？

问题如下：

Question Stock X and Stock Y have the same level of total risk. Stock X has twice the systematic risk of Stock Y and half its non-systematic risk. Stock X’s expected return will most likely be:

选项：

A.the same as the expected return of Stock Y. B.lower than the expected return of Stock Y. C.higher than the expected return of Stock Y.

解释：

Solution

C is correct. Because Stock X has a higher systematic risk level compared with Stock Y, its expected return will be higher than that of Stock Y.

A is incorrect because Stock X has a higher systematic risk level compared to Stock Y, implying a higher (not the same) expected return compared to Stock Y.

B is incorrect because Stock X has a higher systematic risk level compared to Stock Y, implying a higher (not lower) expected return compared to Stock Y.