位置11的问题 ________ measures the amount of systematic risk present in a particular risky asset relative to the systematic risk present in an average risky asset.Standard deviationPrice-earnings ratioReward-to-risk ratioBetaRisk ratio清除选择单项选择题
A
Standard deviation
B
Price-earnings ratio
C
Reward-to-risk ratio
D
Beta
E
Risk ratio

Question

位置11的问题 ________ measures the amount of systematic risk present in a particular risky asset relative to the systematic risk present in an average risky asset.Standard deviationPrice-earnings ratioReward-to-risk ratioBetaRisk ratio清除选择单项选择题

A

Standard deviation

B

Price-earnings ratio

C

Reward-to-risk ratio

D

Beta

E

Risk ratio

BlackTom AI · Accepted Answer

This question asks which measure describes the amount of systematic risk of a specific risky asset relative to the systematic risk of an average risky asset.
Option 1: Standard deviation. This statistic measures total risk (the variability of returns), not specifically systematic risk. It does not isolate market-wide risk versus asset-specific risk, so it is not the correct descriptor for relative systematic risk.
Option 2: Price-earnings ratio. The P/E ratio is a valuation metric that compares price to earnings and has no direct interpretation as a measure of systematic risk. It reflects market expectations and valuation, not risk in a relative sense.
Option 3: Reward-to-risk ratio. This is a performance metric that compares expected return to risk (often via standard deviation or downside risk), but it is not a direct measure of an asset’s systematic risk relative to the market.
Option 4: Beta. This statistic explicitly measures the sensitivity of an asset’s returns to the overall market movements, i.e., its systematic risk relative to the market. A beta greater than 1 indicates higher systematic risk than the average asset, while a beta less than 1 indicates lower systematic risk.
Option 5: Risk ratio. This term is not a standard, widely used measure of systematic risk relative to the market. It might be used in some contexts, but it does not have the clear, established interpretation that beta has for systematic risk comparison.
In summary, beta is the measure that directly captures the asset’s systematic risk relative to the average market risk, whereas the other options pertain to total risk (standard deviation), valuation (P/E), overall reward-to-risk assessments, or non-standard terminology.

位置11的问题 ________ measures the amount of systematic risk present in a particular risky asset relative to the systematic risk present in an average risky asset.Standard deviationPrice-earnings ratioReward-to-risk ratioBetaRisk ratio清除选择单项选择题

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