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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 3 f0 j& h1 r4 V$ ?1 {$ S% [" d4 J) G; s
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According to the Capital Asset Pricing Model (CAPM), the market portfolio:4 Y# o) A# {/ p
! k2 ]1 S) o d. I6 w2 HA. includes all risky assets invested in equal amounts.( i* o0 e. ^# Y q! B* C
5 F" m1 T! S* Y+ v$ N8 `B. is exposed to both unsystematic and systematic risk.$ t6 w7 |3 X0 b% }7 h
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C. is perfectly positively correlated with other portfolios on the CML.5 {3 J1 H* Z9 d; P7 }4 c6 ^9 {
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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
