# 求解

NO.PZ2018070201000092

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

A is correct.

The total variance of security A is ${0.3}^{2}$=0.09

The total variance of security B is  ${0.25}^{2}$=0.0625

The total variance of security C is  ${0.25}^{2}$=0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.

###### 1 个答案

Kiko_品职助教 · 2022年09月29日

beta 代表的是系统性风险，而variance或standard deviation代表的是总风险。请知悉。

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