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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
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& M: h1 E2 h6 v5 | |, \According to the Capital Asset Pricing Model (CAPM), the market portfolio:' n! D+ V) t* |8 s0 f" p
T3 Y/ C5 O b" K) i# Z, |A. includes all risky assets invested in equal amounts.7 W$ u6 D/ J+ F# i, ^% k5 ^ g
# |* g( S/ T0 u/ fB. is exposed to both unsystematic and systematic risk.
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C. is perfectly positively correlated with other portfolios on the CML.0 z- U5 S0 H) z+ S5 z% W! _
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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
