红豆生南国 · 2020年01月15日
问题如下：
Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:
选项：
A.Security A has the highest beta value.
B.Security B has the highest beta value.
C.Security C has the highest beta value.
解释：
C is correct.
The beta value of security A is1.4
The beta value of security B is 1.33
The beta value of security C is1.5
Security C has the highest beta value.
老师 可以把公式演算一遍吗？
NO.PZ2018070201000093 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest beta value. B.Security B hthe highest beta value. C.Security C hthe highest beta value. C is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security C hthe highest beta value. 老师，能不能用中文把这个公式的原型和变形验算一下，感觉贝塔有很多变形，但我并没有掌握到精髓
NO.PZ2018070201000093 Security B hthe highest beta value. Security C hthe highest beta value. C is correct. The beta value of security A is =ρAmδAδm=1.4 The beta value of security B is =ρBmδBδm=1.33 The beta value of security C is =ρCmδCδm=1.5 Security C hthe highest beta value. 请问下这些列中哪列是个股的stanrviation哪个是market的stanrviation呢
