考虑单因素APT模型，股票A和股票B的期望收益率分别为15%和18%，无风险收益率为6%，股票B的贝塔值为1.0。如果不存在套利机会，那么股票A的贝塔值为( )。
A．0.75
B．1.00
C．1.30
D．1.69
参考答案：A
解析：
根据APT模型，18%=6%+1.0F，可得：F=12%。如果不存在套利机会，则15%=6%+βAF，可得：βA=0.75。
| 用括号内动词的适当形式填空。 1. Today Chinese _____ (speak) by more and more people around the world. 2. An English speech _____ (give) to the children tomorrow. 3. —Did you go to Lily's birthday? —No, I _____ (not invite). 4. This kind of food must _____ (keep) cool. Clean and dry according to the instruction. 5. The dog _____ (train) to understand different instructions for two years. |