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nurwinter · 2021年05月31日

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NO.PZ2018070201000088

问题如下:

Which of the following statements is correct?

选项:

A.

The beta of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.

B.

The total risk of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.

C.

The total variance of asset is equal to the sum of an asset’s systematic variance and its nonsystematic variance of returns.

解释:

C is correct.

The asset's total variance is equal to the sum of systematic variance and nonsystematic variance. References to total risk as the sum of systematic risk and nonsystematic risk refer to variance, not to risk.

可以解释一下题吗,然后知识点在课件哪页?哪个视频几分几秒?

1 个答案

丹丹_品职答疑助手 · 2021年06月01日

嗨,努力学习的PZer你好:


同学你好,关于我们用方差表达total risk beta表达系统性风险,相关知识点我们在组合R53 基础班讲义46页。

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