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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 & n" k/ G2 y' ], g& ]2 v, G
" k' J! u: g) N6 c2 c- bAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:
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A. includes all risky assets invested in equal amounts.
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$ @$ Z' q, Q6 b0 u; o: T! DB. is exposed to both unsystematic and systematic risk.# {- G0 j( N. R9 A' X
5 t$ ] q |7 l0 N1 i7 EC. is perfectly positively correlated with other portfolios on the CML.
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6 F& Z# O! F7 A答案和详解，登录后回复可见：2 S6 I6 E8 Z/ G# \& J0 f& m
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发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
