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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 * `! r* u9 ~# ]$ K
% Z4 `& |8 I. V j9 \5 EAccording to the Capital Asset Pricing Model (CAPM), the market portfolio:
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0 X, q( I, \5 c! |A. includes all risky assets invested in equal amounts.
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# P6 u/ J z5 _0 ZB. is exposed to both unsystematic and systematic risk.
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4 Z' ~+ N) p( ZC. is perfectly positively correlated with other portfolios on the CML.7 ^4 ?9 N: O- d1 r" b, ] V0 m% G
8 I6 i7 Y! V# E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
