Suppose the S&P 500 Index has an expected annual return of 7.2% and volatility of 8.2%. Suppose XXX Fund has an expected annual return of 6.8% and volatility of 7.0% and is benchmarked against the S&P 500 Index. According to the CAPM, if the risk-free rate is 3.2% per year, what is the beta of the XXX Fund?( )
选项:
A:0.20
B:0.90
C:0.92
D:1.23
发布时间:2024-05-15 15:03:02