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KelvinChen · 2017年12月31日

问一道题:NO.PZ201512300100000305 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:


这一题不是很理解,beta哪里来的- -


1 个答案

maggie_品职助教 · 2018年01月01日

请看题干:average systematic risk,可以理解为该股票的系统性风险等于平均(大盘)的系统性风险,因此贝塔等于1.



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