|
|
本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
2 w* G! s( l; [ o% P7 z7 U4 p9 U, B6 g
According to the Capital Asset Pricing Model (CAPM), the market portfolio:. q2 p0 R9 \3 ?3 Y
& ?9 x; ^1 x M' t# R$ B# QA. includes all risky assets invested in equal amounts.! Z; v9 K! \* P
1 o0 g \4 Z q* qB. is exposed to both unsystematic and systematic risk.
: ^ K: r1 Z2 c' A; q S) v9 y
! `5 Z- B w2 ]* w3 v: h2 WC. is perfectly positively correlated with other portfolios on the CML.
7 A8 \* a0 N1 i' n L H
9 B9 o; I2 _0 j4 ?, J. Y答案和详解，登录后回复可见：% ^4 R+ t1 u5 o$ F: x# J; Q
8 ]5 h# }, j: ]4 q
7 Z4 a4 \: F1 q6 L0 } |
|
发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
