问题
单项选择题
An analyst does research aboutthe capital asset pricing model (CAPM) and the security market line (SML). With respect to the CAPM and SML, if a security has a beta of 1.3, that security should:（）
A. plot above the security market line.
B. have an above average risk premium.
C. have above average unsystematic risk.
答案
参考答案：B
解析：
如果贝塔系数大于1，说明比市场组合的风险大，所以有超过平均的风险溢价；如果被正确定价，仍然在SML上，同时在CAPM中的市场组合中已经包含了所有风险性证券，就没有非系统性风险了。