|
|
本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 8 f' U- O& p- ?3 P+ C$ a
" m, k9 r7 _9 H% e
According to the Capital Asset Pricing Model (CAPM), the market portfolio:: [8 j) X [0 {
; M9 [: Q; ] G8 P( T& p# AA. includes all risky assets invested in equal amounts.
/ h o! L/ E( K% U L. i6 d' R
# m7 P! u+ A# [/ m2 ^$ q$ z0 KB. is exposed to both unsystematic and systematic risk.5 c- K" X+ P% ] V5 }+ W+ f
) T2 i6 }/ S6 B( wC. is perfectly positively correlated with other portfolios on the CML.9 V4 \. o) q- u. e. k$ ?
: S& ]. I6 o$ y. p
答案和详解，登录后回复可见：0 E4 d1 T& ~: X* C x
9 R( q( o, U- I
- b/ i0 d9 T X B) A0 U |
|
发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
