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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑
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9 U4 d( L t' i7 |% ?: P# pAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:
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- W/ V& t. U* W7 I7 pA. includes all risky assets invested in equal amounts.6 B2 a$ p2 @/ V$ `: U( d6 g
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B. is exposed to both unsystematic and systematic risk.
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: A* b7 p2 d" x# GC. is perfectly positively correlated with other portfolios on the CML. g9 N& ]6 r9 U8 f$ b
- v j; r0 J% c& Y9 U$ H0 ^! s' p, h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
