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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
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4 q+ Y, g! n# a p/ D- E9 W& W5 qAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:9 E' q( F9 Q9 ~/ `# o/ v6 U
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A. includes all risky assets invested in equal amounts.
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& Z* n/ D; o* |! h+ oB. is exposed to both unsystematic and systematic risk.8 F2 ~# Y2 R, Y- }
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C. is perfectly positively correlated with other portfolios on the CML.7 K7 z* A" L7 `% `' u& A& z( \
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答案和详解，登录后回复可见：
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发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
