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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 $ p, d( [4 a- l N3 ]" L8 s
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According to the Capital Asset Pricing Model (CAPM), the market portfolio:
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* K' K ^, B1 Z5 U1 n9 |' mA. includes all risky assets invested in equal amounts.
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B. is exposed to both unsystematic and systematic risk.
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C. is perfectly positively correlated with other portfolios on the CML.2 K2 ^; P1 s+ \! v
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发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
