第二章Which of the following statements is most correct? (Assume that the risk-free rate remains constant.（ ）
答案:If the market risk premium increases by 1 percentage point, then the required return will increase by 1 percentage point for a stock that has a beta equal to 1.0.
Which of the following statements is incorrect? （ ）
答案:The slope of the security market line is measured by beta.
Which of the following statements is most correct? （ ）
答案:A security’s beta measures its nondiversifiable (systematic, or market) risk relative to that of an average stock.
Stock A and Stock B both have an expected return of 10 percent and a standard deviation of 25 percent. Stock A has a beta of 0.8 and Stock B has a beta of 1.2. The correlation coefficient, r, between the two stocks is 0.6. Portfolio P is a portfolio with 50 percent invested in Stock A and 50 percent invested in Stock B. Which of the following statements is most correct? （ ）
答案:Portfolio P has more market risk than Stock A but less market risk than Stock B
Which of the following statements is most correct?（ ）
答案:None of the statements above is correct.
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