单选题
The following table shows data for the stock of JKU and a market index.
| Expected return of JKU | 15% |
| Expected return of market index | 12% |
| Risk-free rate | 5% |
| Standard deviation of JKU returns | 20% |
| Standard deviation of market index returns | 15% |
| Correlation of JKU and market index returns | 0.75 |
Based on the capital asset pricing model (CAPM), JKU is mostlikely:
【正确答案】
C
【答案解析】
