78 Stock X and Stock Y have the same level of total risk. Stock X has twice the systematic risk of Stock Y and half its non-systematic risk. Stock X’s expected return will most likely be:
A the same as the expected return of Stock Y.
B lower than the expected return of Stock Y.
C higher than the expected return of Stock Y.
C is correct. Because Stock X has a higher systematic ri
老师, expected return 的衡量只由systematic risk 决定对吗?
