问题
单项选择题
An analyst does research about beta and gathers the following information about an asset and the market portfolio:
| Standard deviation of the market portfolio's return | 55% |
| Standard deviation of the asset's return | 78% |
| Correlation between returns of the asset and the market portfolio | 0.75 |
A. 0.53
B. 1.06
C. 1.89
答案
参考答案：B
解析：
，代入数据得：0.75×78%/55%=1.06.