为什么APT假设是asset return，既然和Capm一样衡量的是系统性风险，为什么书中假设要说是return 而不是 risk 呢？问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2018091701000005 问题如下 Whiof the following factor is APT assumption? investor celiminate systematic risk. no arbitrage opportunities exist among well-versifieportfolios. a factor mol scribes asset risk. B is correct.考点APT模型的假设。解析APT模型的假设有三个1. A factor mol scribes asset returns.2. Investors cform well-versifieportfolios theliminate asset-specific risk.3. No arbitrage opportunities exist among well-versifieportfolios. 套利指的是在组合之间套利？
Whiof the following factor is APT assumption? investor celiminate systematic risk. no arbitrage opportunities exist among well-versifieportfolios. a factor mol scribes asset risk. B is correct. 考点APT模型的假设。 解析APT模型的假设有三个 1. A factor mol scribes asset returns. 2. Investors cform well-versifieportfolios theliminate asset-specific risk. 3. No arbitrage opportunities exist among well-versifieportfolios. 为什么A factor mol scribes asset returns. 不是正确答案？
老师A为什么错呢？我老是会把这个东西跟CAPM混淆
