问题已解决
這題目里一會(huì)市場(chǎng)風(fēng)險(xiǎn)一會(huì)系統(tǒng)風(fēng)險(xiǎn)搞不清了,d能重點(diǎn)講下嗎
FAILED
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同學(xué),你好
系統(tǒng)風(fēng)險(xiǎn)就是不可分散風(fēng)險(xiǎn)、市場(chǎng)風(fēng)險(xiǎn)。
選項(xiàng)D該資產(chǎn)的系統(tǒng)風(fēng)險(xiǎn)β系數(shù)是1.2,說明資產(chǎn)系統(tǒng)風(fēng)險(xiǎn)是市場(chǎng)組合系統(tǒng)風(fēng)險(xiǎn)的1.2倍,大于市場(chǎng)組合的風(fēng)險(xiǎn)收益率
2022 07/23 11:23
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文靜老師 
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2022 07/23 11:25
市場(chǎng)組合收益率=無風(fēng)險(xiǎn)收益率? 風(fēng)險(xiǎn)收益率,D選項(xiàng)說該資產(chǎn)風(fēng)險(xiǎn)收益率大于市場(chǎng)組合收益率不正確,因?yàn)槭袌?chǎng)組合收益率包含無風(fēng)險(xiǎn)收益率
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