答案和详解如下： 6.Beta is a measure of: A) total risk. B) diversifiable risk. C) company-specific risk. D) systematic risk. The correct answer was D) Beta is a measure of systematic risk. 7.Which of the following statements about risk is FALSE? A) The market portfolio consists only of systematic risk. B) Unsystematic risk is diversifiable risk. C) Total risk = systematic risk - unsystematic risk. D) Systematic risk is undiversifiable risk. The correct answer was C) Total risk = systematic risk + unsystematic risk 8.Which of the following is least likely considered a source of systematic risk for bonds? A) Default risk. B) Market risk. C) Interest rate risk. D) Purchasing power risk. The correct answer was A) Default risk is based on company-specific or unsystematic risk. | 
发表于 2008-4-9 14:28
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