开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Alicia · 2022年02月16日

请问下这些列中哪列是个股的standard deviation哪个是market的standard deviation呢

NO.PZ2018070201000093

问题如下:

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:

选项:

A.

Security A has the highest beta value.

B.

Security B has the highest beta value.

C.

Security C has the highest beta value.

解释:

C is correct.

The beta value of security A is=ρAmδAδm=1.4

The beta value of security B is =ρBmδBδm=1.33

The beta value of security C is=ρCmδCδm=1.5

Security C has the highest beta value.

请问下这些列中哪列是个股的standard deviation哪个是market的standard deviation呢

1 个答案

Kiko_品职助教 · 2022年02月17日

嗨,从没放弃的小努力你好:


看下横行,前3个是个股,最后一个是market的。

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!