问题
单项选择题
The CAPM is an:（）
A. equilibrium model that predicts the expected return on a stock given the expected return on the market and the stock’s correlation coefficient.
B. equilibrium model that predicts the expected return on a stock given the expected return on the market and the stock’s covariance.
C. equilibrium model that predicts the expected return on a stock given the expected return on the market and the stock’s beta coefficient.
答案
参考答案：C
解析：
The CAPM is an equilibrium model that predicts the expected return on a stock given the expected return on the market and the stock’s beta coefficient.