三级基础知识答案36、B(1.5-x)/x=-0.06P13648、D100000*20-375+12*（8000-2000）*20-375=2952549、A（2000-800）*20%*70%+（3000-800）*20%*70%=47650、C300000*80%*20%=4800057、C（2*3*4*9*10）^0.2=4.6458、Bcov(i,M)=β*D(M)=1.2*0.03^2=0.001159、Bcov(i,M)=β*D(M)=1.8*0.03^2=0.0016,相关系数r=cov(i,M)/(0.03*0.06)=0.8960、A股票A与市场的相关系数为0.0011/(0.04*0.03)=0.92题号答案题号答案题号答案题号答案26B851D36976A101BCDE39627D1152D40877C343102ACDE41228C53A78D366103CDE45629A2354B79B375104ABCD56630C5055A41780B105BCD55631A5156A49281A562106BCE60632D5357C82B548107ABDE64733D58B83B629108ABCDE65334D9759B84C639109ADE935A10360A85B640110BCE7336B61D59686ACD10111ABE12937C14462C87ABCDE112ABC38D15463A66088ABDE64113ADE30239D16564D66589BC74114ABCE54140A17665A67090CD97115ABCDE41C21466C2291ACE163116对42A22967C1292BCD189117对43D23568C5193ABD185118错17044B23969A94CE217119对45D26570A6095ACDE221120错38546B32471C10096AE276121对41747C32972D12197BCDE323122错59948D73C12398ACD338123错3349A74D19199ABCDE348124错38250C75A216100ACE51125对652
