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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
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" S4 D* ?9 X7 y sAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:9 }$ ]1 N6 G/ c7 H( q: {0 v. Z' D
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A. includes all risky assets invested in equal amounts., r( O( m; o) k% Q( r$ U& D7 y
$ @& ^' ^7 W; D! O" t# D5 v* RB. is exposed to both unsystematic and systematic risk.' r7 a; I6 P( k ^) E& E5 m, G
) R* {6 ~" g+ U; u' BC. is perfectly positively correlated with other portfolios on the CML.% b, J9 J2 p7 B2 r% c8 I
' m2 E! O# x3 }1 p. v答案和详解，登录后回复可见：4 @. w; S o0 v, m
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发表于 2015-12-9 18:14:56
发表于 2019-5-20 13:31:05
