2. 职称英语
  3. The security market line depicts______.A、a security’s expected return as a funct

The security market line depicts______.A、a security’s expected return as a funct

游客2025-06-20  28
问题 The security market line depicts______.
选项 A、a security’s expected return as a function of its systematic risk
B、the market portfolio as the optimal portfolio of risky securities
C、the relationship between a security’s return and the return on an index
D、the complete portfolio as a combination of the market portfolio and the risk-free asset
答案 A
解析 答案为A项。security market line，SML“证券市场线”。risk-free asset“无风险资产”。证券市场线描述的是证券的预期收益率与其系统风险的关系。故本题选A项。
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