紫同学2018-01-19 15:26:09

An analyst gathers the following information: Security Expected Standard Deviation (%) Beta Security 1 25 1.50 Security 2 15 1.40 Security 3 20 1.60 28. With respect to the capital asset pricing model, if the expected market risk premium is 6% and the risk-free rate is 3%, the expected return for Security 1 is closest to: A. 9.0%. B. 12.0%. C. 13.5%. 这道题，也算不对啊，麻烦顾老师讲解一下，谢谢啦 ！