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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:
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A. includes all risky assets invested in equal amounts." p$ j) W# m0 P6 K& Z9 R# _. u
7 O0 O4 f" |1 c3 p( q; N9 R3 FB. is exposed to both unsystematic and systematic risk.
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3 B+ V5 T% w9 _+ UC. is perfectly positively correlated with other portfolios on the CML.
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$ O% d9 P8 @, g6 D ?! Q7 O Q+ v6 D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
