NO.PZ2020021002000114
问题如下:
APT assumes asset returns are normally distributed
选项:
A.
True
B.
False
解释:
False
APT has three underlying assumptions.
1. Asset returns can be explained by systemic factors.
2. By using diversification, investors can eliminate
specific risk from their portfolios.
3. There are no arbitrage opportunities among welldiversified portfolios. If any arbitrage opportunities were to exist, investors would exploit them away.
意思是A PT的假设就只有答案里的三点,没有收益服从正态分布是这个意思吧