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：

Security A has the highest beta value.

Security B has the highest beta value.

Security C has the highest beta value.

解释：

C is correct.

The beta value of security A is $= \frac{ρ_{A m} δ_{A}}{δ_{m}} =$ 1.4

The beta value of security B is $= \frac{ρ_{B m} δ_{B}}{δ_{m}} =$ 1.33

The beta value of security C is $= \frac{ρ_{C m} δ_{C}}{δ_{m}} =$ 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

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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。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2018070201000093 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest beta value. B.Security B hthe highest beta value. C.Security C hthe highest beta value. C is correct.The beta value of security A is=ρAmδAδm=1.4The beta value of security B is =ρBmδBδm=1.33The beta value of security C is=ρCmδCδm=1.5Security C hthe highest beta value. 老师，能不能用中文把这个公式的原型和变形验算一下，感觉贝塔有很多变形，但我并没有掌握到精髓

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老师可以把公式演算一遍吗？

2020-01-15 17:36 1 · 回答

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

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