问题
单项选择题
Which form (s) of the efficient market hypothesis (EMH) is/are tested by measuring a security's excess returns with respect to market returns while considering the security's market risk()
A. Weak-form.
B. Semi-p form.
C. Strong-form.
答案
参考答案:B
解析:
One set of tests for the semi-strong form of the EMH examines security performance adjusted for market risk.