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标题: [CFA模拟真题] 2006 CFA Level I －NO76 [打印本页]

作者: cfaedu 时间: 2006-11-22 10:56 标题: [CFA模拟真题] 每天一练：2006 CFA Level I －NO76

16．Regressing the returns on a stock against the returns on the market portfolio resulted in the following statistics:

y-intercept (a)	0.85
Slope of the regression line (b)	0.72
Coefficient of correlation	0.46
Coefficient of determination	0.21

These results suggest that the stock has less than average market (systematic) risk because the:

Select exactly 1 answers from the following:
A. y-intercept is less than 1.
B. coefficient of correlation is less than 1.
C. slope of the regression line is less than 1.
D. coefficient of determination is less than 1.
答案和详解如下！
Feedback: Correct answer: C

Quantitative Methods for Investment Analysis, Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle (CFA Institute, 2004), pp. 407?09

2006 Modular Level I, Vol. I, pp. 551-553

Study Session 3-13-h

interpret a regression coefficient

The slope of the regression line (b) measures market (systematic) risk. A stock with average market risk would have a coefficient of one; a slope coefficient of less than one indicates the stock has lower than average market risk.

作者: zyx8318 时间: 2006-12-1 21:14

[em03]

作者: xxcfa 时间: 2006-12-8 09:45

good

作者: 浪客魔心 时间: 2006-12-8 10:48

谢谢

作者: wansong77 时间: 2006-12-9 02:54

作者: omogzu 时间: 2006-12-13 11:32

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作者: rocksu 时间: 2006-12-13 23:07

e

作者: pippi 时间: 2007-2-7 19:42

[em01]

作者: lauratang 时间: 2007-2-26 02:31

作者: kittenwu 时间: 2007-2-26 15:46

got it

作者: Run_1500m 时间: 2007-3-9 14:06

??

作者: bsxxin 时间: 2007-3-13 17:24

q

作者: applicatio 时间: 2007-3-19 11:34

c

作者: apaci 时间: 2007-3-19 18:21

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作者: fantacy 时间: 2007-3-21 21:17

c

作者: pepsi_yang 时间: 2007-3-22 11:26

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作者: wmxjjf 时间: 2007-3-22 13:57

answer!

作者: mavis 时间: 2007-3-25 13:23

d

作者: tjsqsmzy 时间: 2007-3-25 16:58 标题: a

a

作者: 路西菲尔 时间: 2007-3-26 21:03

c

作者: liaoyunhe 时间: 2007-5-23 11:48

d

作者: robodog 时间: 2007-5-24 08:48

re

作者: chouccy 时间: 2007-5-24 08:52

good

作者: lancelotyu 时间: 2007-5-24 19:35

a

作者: caoli577 时间: 2007-5-24 19:38

c

作者: x-stephon 时间: 2007-5-28 22:55

b

作者: tobylzx 时间: 2007-5-31 11:05

[em01]

作者: nadia 时间: 2007-5-31 12:33

[em01]

作者: cyknight 时间: 2007-5-31 13:10

c

作者: chengnan10 时间: 2007-5-31 19:54

b

作者: xieyingzi 时间: 2007-6-1 15:30

x

作者: patrickwai 时间: 2007-6-1 20:55

c

作者: sophiajwli 时间: 2007-6-2 00:59

c

作者: BeyondCFA 时间: 2007-11-22 18:21

c

作者: pwmho 时间: 2008-1-6 10:53

TY

作者: katteniz 时间: 2008-4-16 18:03

r

作者: wj_cathy 时间: 2008-4-16 19:46

s

作者: wj_cathy 时间: 2008-4-16 19:59

ds

作者: wayne_zhu 时间: 2008-4-16 22:51

...........

作者: slotplein 时间: 2008-4-17 09:20

???/

作者: road234 时间: 2008-4-17 10:07

buz

作者: clover 时间: 2008-6-3 11:14

c

作者: anothervi 时间: 2008-6-20 13:57

re

作者: elea0930 时间: 2008-11-3 22:02

c

作者: peterto167 时间: 2008-12-6 14:15

?

作者: johnheman 时间: 2009-2-23 17:22

OK, take a .....

作者: tomathome 时间: 2009-10-27 11:31

c

作者: xxjj564 时间: 2011-3-17 14:01

 a

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