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某投资者共购买了三种股票A、B、C，占用资金比例分别为30%、20%,50%，A、B股票相对于某个指数而言的β系数为1.2和0.9。如果要使该股票组合的β系数为1，则C股票的β系数应为（）。

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A、0.91

B、0.92

C、1.02

D、1.22

参考答案:

B

组合β=30%1.2+20%0.9+50%C=1,因此C=0.92。

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