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EmilyZhou · 2024年06月14日

老师capital market theory是什么意思?

NO.PZ2018070201000095

问题如下:

Which of the following statements about the capital market theory is correct?

选项:

A.

The average beta of all assets in the market is less than 1.0.

B.

The average beta of all assets in the market is equal to 1.0.

C.

The average beta of all assets in the market is greater than 1.0.

解释:

B is correct.

With respect to capital market theory, all assets' average beta in the market is equal to 1.0.

老师capital market theory是什么意思?

1 个答案

Kiko_品职助教 · 2024年06月17日

嗨,从没放弃的小努力你好:


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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努力的时光都是限量版,加油!