假设

NO.PZ2015121801000092

问题如下：

An analyst gathers the following information:

Which security has the highest total risk?

选项：

Security 1.

Security 2.

Security 3.

解释：

A is correct.

Security 1 has the highest total variance; 0.0625 = ${0.25}^{2}$ compared to Security 2 and Security 3 with a total variance of 0.0400.

老师，这题光看security2和3的话，两个证券风险是一样大吗？这题不用考虑β是因为total sd里包括β了吗？

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