毛线 · 2020年02月19日
问题如下：
An analyst gathers the following information:
With respect to the capital asset pricing model, a decline in the expected market return will have the greatest impact on the expected return of:
选项：
A.Security 1.
B.Security 2.
C.Security 3.
解释：
C is correct.
Security 3 has the highest beta; thus, regardless of the risk-free rate the expected return of Security 3 will be most sensitive to a change in the expected market return.
老师，不理解这题说什么？
NO.PZ2015121801000105 问题如下 analyst gathers the following information:With respeto the capitasset pricing mol, a cline in the expectemarket return will have the greatest impaon the expectereturn of: A.Security 1. B.Security 2. C.Security 3. is correct.Security 3 hthe highest betthus, regaress of the risk-free rate the expectereturn of Security 3 will most sensitive to a change in the expectemarket return. RT
NO.PZ2015121801000105 E(r)=risk-free rate + B(RM-RF) 我当时的理解是 每个资产的RF都一样 β越大的算出的结果越大 老师请问 我这个想法错在哪里
expectemarket return体现的是系统性风险吗？为啥是看beta呀
老师，如何衡量beta所受到return改变的大小呢？ 像这题，beta大的更加sensitive,而我理解的是return改变，无论beta大小，都是同样影响。
