单选题 An analyst does research about investment risk. In the context of capital market theory and the capital asset pricing model, investors should most likely expect higher retums for accepting increasing amounts of:
A. total risk.
B. unique risk.
C. systematic risk.

【正确答案】 C
【答案解析】[解析] 总风险包括系统性风险和非系统性风险。独特风险(unique risk)就是非系统性风险,且在市场投资组合中能被完全分散化,所以运用资本市场理论和CAPM模型,要获得高收益只有承担更高的系统性风险。