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本帖最后由 cfafighting 于 2015-12-9 18:17 编辑 5 P* l2 L! R" {: w
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According to the Capital Asset Pricing Model (CAPM), the market portfolio:4 ?! L4 U4 D. k* n* z' ]7 [
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A. includes all risky assets invested in equal amounts.. B. G7 e& q* e$ S5 s4 j
( N+ K8 ] X: |B. is exposed to both unsystematic and systematic risk.: O( |& ]6 `' |1 u
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C. is perfectly positively correlated with other portfolios on the CML.
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- |4 \ f: g6 o1 a# ~- O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
