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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 # r7 _4 O2 B! d/ q+ e/ a
, ]& q* K7 ^! M" m& O2 }; e8 ~According to the Capital Asset Pricing Model (CAPM), the market portfolio:5 Z8 K: ]9 B a5 o& o! y" n; Q" ]
& H6 h1 T( c3 O$ X, y' BA. includes all risky assets invested in equal amounts.* z, w/ t# W5 f. o6 h
$ w5 F6 \ I7 U3 j7 ^B. is exposed to both unsystematic and systematic risk.) l# R5 J/ j, z
+ v4 n8 C2 E9 B! H# B, G c$ Q4 QC. is perfectly positively correlated with other portfolios on the CML.
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! n/ W+ n) O A% V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
