|
|
本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
* x6 ]3 M6 r# N( |4 V* D3 a% R7 q3 D, C( a% u. T, `2 Z
According to the Capital Asset Pricing Model (CAPM), the market portfolio:' @( @" }1 b& p% l* m* T
& m* P' J9 a; b$ t; t% B! Z0 ]7 I
A. includes all risky assets invested in equal amounts.1 J# k6 w* V- [) ?
4 I8 g! \. C: T q# Z7 N5 L8 f* RB. is exposed to both unsystematic and systematic risk.
# K9 ]( i% j) d% ]# S7 R
: f: b. ~+ e; J, [$ I( R5 DC. is perfectly positively correlated with other portfolios on the CML.
4 L: t! D8 W1 s0 H3 l# d1 p
9 [& @6 l+ W1 E4 |答案和详解，登录后回复可见：& Z1 X# o; t" M+ U9 |, G4 B% S
$ i( r2 {4 g0 }6 [" _
- ^, q8 Y9 F, y3 j" U
|
|
发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
