如果某证券的β值为1.5，若市场投资组合的风险溢价水平为10%，则该证券的风险溢价水平为( )。
A．5%
B．15%
C．50%
D．85%
参考答案：B
解析： 证券市场线的表达式：E(ri)-rf=[E(rm)-rf]×βi，其中[E(ri)-rf]是证券的风险溢价水平，[E(rm)-rf]是市场投资组合的风险溢价水平。
E(ri)-rf=10%×1.5
解得：E(ri)-rf=15%
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