题目: Given the following equilibrium formula, E(Ri)=0.02+0.08beta, and assuming that the zero beta model is applied when relaxing the CAPM's risk-less borrowing and leading assumption, what would be the zero beta return and the market return?
选项 zero beta return Market return
A 2% 6%
B 8% 10%
c 2% 10%
d 8% 6%
求大神指点。。。这道题到底说的是个什么意思,如何解答的。
万分感谢!!