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.
老师您好，
看了其他对A选项的解答，还是不太清楚。
可以请老师再解释一下，A选项为什么错可以吗？
谢谢老师。
