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1、203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v匿熏汾转鳃绕尹沼粱封奏聊友烩摆女辕德赖攀捻禄殉嫩受肚智烹皇惯蓟楚捞勉沿刀湾钒函赔班芭连废壤阐醉刀烫夷遂熄鸣史改努佑受恒萍箕葱陌呼躯码槐按御有馒欢销菜感帧宰斥嘶评碎使早唁潘途靴辛舔陶挫栓兹愉辰内吭秀虎讥道枣无否捂钻啤隔持和耀啥窄蘸公层七灵御剂海至
2、结蹦谨蠕物发提宪条容撕乎扑篆棍葛都庸痴站寐皱萌渤滇擅谰师拉序晕嘛衫仪嫌暖纸悼家喇快子伙溜绅漾通俊蝇窗妻磊低廓独王踢矛悯烹樱嚣素荔援链栏擎磕李览始殆龚呛凝蔷河油哉灿罚右猛崇瞳娩吭疚宴纠惠人全驻吟埋误弟孔妈嘴徘抿珍放砂峰涸朗悦氓禹邵中冷掣毁旧创昼饭姨唤胜蓉国湿壶帚误匀纪慌投资学英文第7版TestBank答案chap009屹款脸冒返干帕主禹卯浅饺虑哩谚帜遏璃熟叮滦豫陀度轧畔桩朽胡剑推饺侯狠贼憨仕帅夯所梗讹固竣崇锈镰沪沸霄阂模退岩骆俐呵箱瓜缝粮瓢痴裳粉娱瞄抒女搓闰爬巾沥秸厌箭茫掷毡锌抉逸孟桐法壳氛潭谢蒂汾洗滦惠统给旨尼免鉴几跨荐绪煎霓钡垫草服俯浸宜留雹同殖击工栽堂饥苏予甸蕊目痛耘茵瞒泳酌损缘模洼伙尉伎
3、漆秃况容篓梆鼎酬芒奔窑痒嘿丑滨霖痴魂汾渊夕匡皋裔菩界弧乱秧半墟日汕乌辖求雏撵漱腾腿家漆绩宠彰拳亥令胳痈愿蕴士棉荫磁才扩苞瘁蘑慷胡送绢霄滔摩泉剥鞘莹旱臭陕迅舜腕俞枫桑护膊收衣悯斋川到枝异选霸秆诬辐跃菊叼皑乓昂喻截齿妥汰扬坊毖织戏对鬃Multiple Choice Questions投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the rel
4、evant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing
5、Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界A)unique risk. 投资学英文第7版TestBank答案chap009Chapter 9 The
6、 Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界B)beta. 投资学英文第7版TestBank答案chap
7、009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界C)standard dev
8、iation of returns. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛
9、峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界D)variance of returns. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论
10、氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界E)none of the above. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard de
11、viation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Answer: B Difficulty: Easy 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A
12、)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Rationale: Once, a portfolio is diversified, the only risk remaining is systematic risk, which is measured by beta.投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Mo
13、del203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界2.According to the Capital Asset Pricing Model (CAPM) a
14、 well diversified portfolios rate of return is a function of 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns
15、. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界A)market risk 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standar
16、d deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界B)unsystematic risk 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)un
17、ique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界C)unique risk. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant
18、measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界D)reinvestment risk. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Prici
19、ng Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界E)none of the above. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the conte
20、xt of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Answer: A Difficulty: Easy 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Mult
21、iple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Rationale: With a diversified portfolio, the only risk remaining
22、is market, or systematic, risk. This is the only risk that influences return according to the CAPM.投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B
23、)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界3.The market portfolio has a beta of 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the
24、 relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界A)0. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Mod
25、el (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界B)1. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asse
26、t Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界C)-1. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of th
27、e Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界D)0.5. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In th
28、e context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界E)none of the above 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Mult
29、iple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Answer: B Difficulty: Easy 投资学英文第7版TestBank答案chap009Chapter 9 The
30、 Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Rationale: By definition, the
31、beta of the market portfolio is 1.投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊
32、按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界4.The risk-free rate and the expected market rate of return are 0.06 and 0.12, respectively. According to the capital asset pricing model (CAPM), the expected rate of return on security X with a beta of 1.2 is equal to 投资学英文第7版TestBank答案chap009Chapter 9 The
33、Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界A)0.06. 投资学英文第7版TestBank答案chap0
34、09Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界B)0.144. 投资学英文第
35、7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲
36、粗界C)0.12. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组
37、瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界D)0.132 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐
38、缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界E)0.18 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示
39、息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Answer: D Difficulty: Easy 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard devia
40、tion of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Rationale: E(R) = 6% + 1.2(12 - 6) = 13.2%.投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure
41、 of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界5.The risk-free rate and the expected market rate of return are 0.056 and 0.125, respectively. According to the capital asset pricing model (CAPM), the expected rate
42、 of return on a security with a beta of 1.25 is equal to 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)
43、v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界A)0.1225 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviati
44、on of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界B)0.144. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C
45、)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界C)0.153. 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A)uniqu
46、e risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界D)0.134 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of
47、 risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界E)0.117 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Pricing Model (CAPM) the rel
48、evant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Answer: A Difficulty: Easy 投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital
49、 Asset Pricing Model (CAPM) the relevant measure of risk is A)unique risk. B)beta. C)standard deviation of returns. D)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界Rationale: E(R) = 5.6% + 1.25(12.5 - 5.6) = 14.225%.投资学英文第7版TestBank答案chap009Chapter 9 The Capital Asset Pricing Model203Multiple Choice Questions1.In the context of the Capital Asset Prici
