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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
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According to the Capital Asset Pricing Model (CAPM), the market portfolio:- L7 t: `/ m5 l- f
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A. includes all risky assets invested in equal amounts.3 G# M$ K( c, J& l8 o! R1 j
, Z, ]1 \& x# g% C2 kB. is exposed to both unsystematic and systematic risk.
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C. is perfectly positively correlated with other portfolios on the CML.
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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
