单选题

The slope of the security market line (SM L) represents the portion of an asset's expected return attributable to:

【正确答案】 B
【答案解析】

B is correct. The slope of the SML is the market risk premium, E(Rm) - Rf. It represents the return of the market less the return of a risk-free asset. Thus, the slope represents the portion of expected return that reflects compensation for market or systematic risk.