题目
Which of the following statements about a stock's beta is TRUE? A beta greater than one is:
选项
A.risky, while a beta less than one is risk-free.
B.is riskier than the market, while a beta less than one is less risky than the market.
C.overvalued, while a beta less than one is undervalued.
D.undervalued, while a beta less than one is overvalued.
答案
B
解析
Beta is a measure of the volatility of a stock. The overall market's beta is one. A stock with higher systematic risk than the market will have a beta greater than one, while a stock that has a lower systematic risk will have a beta less than one.Beta是衡量股票波动性的指标。 整体市场的beta是1。 系统风险比市场高的股票的贝塔值大于1，而系统风险比市场低的股票的贝塔值小于1。