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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 ; }2 W1 R8 `- g1 N$ d/ j! j' n$ a" o& [# a
1 a- }) x# E$ n+ |; s8 zAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:3 [( c3 S5 {. w. s
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A. includes all risky assets invested in equal amounts.- T W/ L% L4 [' B' |( @1 n
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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.- r7 s- o6 c: V/ Q+ k9 y
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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
