问题如下：
5. Based on Exhibit 2, the estimated beta for Palladio is closest to:
选项：
A.0.40.
B.0.57.
C.0.71.
解释：
C is correct.
The estimated beta is the covariance of Palladio’s returns with the market’s returns divided by the variance of the market’s returns, or 0.0015/0.0021 = 0.714.
考点：beta
解析：βi=cov(Rm,Ri)/var(Rm)=0.0015/0.0021 = 0.714
想问下一级的公式在二级也会考到吗？
