题目
Assume two portfolios, (A) and (B), are each well-diversified and the economy has only one factor. The expected return of portfolio (A) is 8.0% and its beta is 1.30. The expected return of portfolio (B) is 6.0% and its beta is 0.90. What is the implied risk-free rate?
选项
A.1.50%
B.2.25%
C.3.00%
D.5.75%
答案
A
解析
解二元一次方程可得出答案：「huixue_img/importSubject/1564170575792967680.png」