这个是哪个知识点？现在还考么？

NO.PZ2018070201000096

问题如下：

Which of the following statements is correct?

选项：

The security characteristic line's slope is an asset's beta.

The security characteristic line's slope is an asset's excess return.

The security characteristic line's slope is an asset's risk premium.

解释：

A is correct.

The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of SCL is the asset's beta.

如题

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1 个答案

Kiko_品职助教 · 2025年07月07日

嗨，爱思考的PZer你好：

证券特征线。基础班讲义47页。原版书还在的。但是稍作了解即可。考的少。重点还是EF，cal，cml ，sml这几条线。

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加油吧，让我们一起遇见更好的自己！

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NO.PZ2018070201000096问题如下Whiof the following statements is correct?A.The security characteristic line's slope is asset's beta.B.The security characteristic line's slope is asset's excess return.C.The security characteristic line's slope is asset's risk premium.A is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of Sis the asset's beta.老师上课有讲sml slope是market risk premium呀

2022-08-12 22:14 2 · 回答

请问根据之前做的习题答案，为什么ecurity characteristic line的斜率是beta，而security market line的斜率是E（RM）-Rf？

2020-12-12 12:32 1 · 回答

The security characteristic line's slope is asset's excess return. The security characteristic line's slope is asset's risk premium. A is correct. The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of Sis the asset's beta.请问sml的slope为什么不是market risk premium，记得老师在课上提到market risk premium对于全部asset都是一样的，而不一样的是每一个资产对应市场的bet然而在这直线上每一点算出来的斜度不都一样，所以不应该是risk premium吗

2020-07-16 16:06 1 · 回答

你好，B不是X轴么，而RP才是斜率吧

2018-10-23 13:17 1 · 回答