李同学2019-02-14 14:44:09

04.单选题 收藏 标记 纠错 Regarding to the security market line, if two risky assets have the same covariance with the market portfolio but have different estimated rates of return, the most accurate conclusion is that the two risky assets have: A Different amounts of systematic risk, and both assets are properly valued. B The same amount of systematic risk, and at least one of the assets is either overvalued or undervalued. C The same amount of systematic risk, and both assets are properly valued. 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：80% CAPM and SML难度：一般 推荐：      答案解析 Beta is the covariance of an asset with the market portfolio divided by the variance of the market portfolio. 问：小视频看不懂，不知道和PV啥关系，可否进一步解释？