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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2695458
1. An asset has an annual return of 19.9%, standard deviation of returns of 18.5%, and correlation with the market of 0.9.
If the standard deviation of returns on the market is15.9% and the risk-free rate is 1%, the beta of this asset is closest to:
  • A.1.02.
  • B.1.05.
  • C.1.16

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