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.
C选项可不可以翻译成，所有承担风险的投资者都持有一样的风险资产。这句话不太理解，为什么会持有相同的资产呢？具体对应capm的哪一个假设？
