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柚柚_柚 · 2020年07月29日

问一道题:NO.PZ2020021002000108 [ FRM I ]

问题如下:

Define systematic risk and onsystematic risk.

解释:

Systematic, or undiversifiable, risk is that portion of the risk that is associated with market fluctuations and therefore cannot be reduced by diversification.

Non-systematic, or diversifiable, risk is that portion of risk that can be eliminated by combing the security in question with others in a diversified portfolio.

the first term is the systematic risk and the second one

denotes the non-systematic risk

这题目答案带的图片打不开
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小刘_品职助教 · 2020年07月29日

同学你好,

我这边看可以打开的,我截了一下图请你看一下

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