|
|
本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 $ D8 g2 B7 `2 l% j) F L. _& y
! }$ [( n* Y4 t9 J( K" L& XAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:
; Y8 ?4 k4 ?( L$ x
; w# j' C/ o# W. O$ a8 oA. includes all risky assets invested in equal amounts.
: s' T! f7 B2 `5 N& u+ c2 O* ^) u' T2 C9 l E6 T5 y
B. is exposed to both unsystematic and systematic risk.
% L% t- j1 N" t4 |- s* L% q% V% _$ ]& N4 Z" W) u. f
C. is perfectly positively correlated with other portfolios on the CML.0 S. X* p+ {- B" s; f. i. z( V' ]+ d! p
0 z/ n7 Z2 H: e5 _5 D4 c
答案和详解，登录后回复可见：
- F/ L% y3 ?% _+ n
- {2 ~& [2 l1 {" f. j, v( p8 _& B( X+ t* E. w% v# S, ?. q
|
|
发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
