|
|
本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
, X# i' C/ s( {* I6 N
2 U2 }$ h# c( U6 X+ `7 I1 MAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:
+ S8 r, B j$ W7 B% y2 d
' S: i- n# X2 V5 K8 sA. includes all risky assets invested in equal amounts.- ]7 ^ h8 Q! i, e' y
4 G/ {* l8 i* Y6 c
B. is exposed to both unsystematic and systematic risk.
5 Z/ h' w1 R! }9 B, H) O/ t3 \. K9 ~( t) l* a# [
C. is perfectly positively correlated with other portfolios on the CML.& u7 \3 j1 @; \) _, C. d1 V+ a
. _9 y! U( |$ ~+ r' [9 ]$ o0 R6 M: v* |1 k答案和详解，登录后回复可见：0 Y6 v* L0 b) l6 I( b9 m
% y. `5 y V- M) _
- t: I& m* W! D8 y |
|
发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
