单选题
An analyst does research about beta and gathers the following information about an asset and the market portfolio:
The beta of the asset is closest to:
A. 0.53
B. 1.06
C. 1.89
| 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
【正确答案】
B
【答案解析】[解析] 