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bill007 · 2022年07月24日

capital market theory指的是?

NO.PZ2018070201000098

问题如下:

According to the capital market theory, if a security is fairly priced, which line it should be plotted on?

选项:

A.

Capital allocation line.

B.

Security market line.

C.

Capital market line.

解释:

B is correct.

The security market line applies to any security. If a security is fairly priced, the security plots on the line. The CAL and the CML use the total risk of the asset (or portfolio of assets) rather than its systematic risk.

如题,capital market theory指的是?capm模型吗?

1 个答案

Kiko_品职助教 · 2022年07月26日

嗨,爱思考的PZer你好:


Capital market theory是以有效市场假说为核心的,它包含CAPM理论、套利定价理论、期权定价理论。我们一级只讲了有效市场假说和CPAM资本资产定价模型。所以做题的时候你可以认为他就是说的CAPM模型或者SML

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