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Wheel · 2022年05月30日

C选项帮忙讲解一下

NO.PZ2015121802000051

问题如下:

Which of the following statement is most accurate about the capital asset pricing model (CAPM)?

选项:

A.

An risk-averse investor should at least hold some of the risk-free asset in his portfolio.

B.

A high-risk stock which is measured as standard deviation of returns will have high expected returns in equilibrium.

C.

All investors who take on risk will hold the identical risky asset in their portfolios.

解释:

C is correct.

Statement C is one of the CAPM's assumptions. A risk-averse investor would accept more risk only when a higher expected return is guaranteed. The CAPM assumes all investors are risk-averse.

如题

1 个答案

Kiko_品职助教 · 2022年05月30日

嗨,努力学习的PZer你好:


这个问题上一个提问里面已经回答过了哈~

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