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WINWIN8 · 2021年09月23日

这道题目没有选项

NO.PZ2015121810000001

问题如下:

Compare the assumptions of the arbitrage pricing theory (APT) with those of the capital asset pricing model (CAPM).

选项:

解释:

APT and the CAPM are both models that describe what the expected return on a risky asset should be in equilibrium given its risk. The CAPM is based on a set of assumptions including the assumption that investors’ portfolio decisions can be made considering just returns’ means, variances, and correlations. The APT makes three assumptions:

1. A factor model describes asset returns.

2. There are many assets, so investors can form well-diversified portfolios that eliminate asset-specific risk.

3. No arbitrage opportunities exist among well-diversified portfolios.

同上

好像两年前就是酱紫了

WINWIN8 · 2021年09月23日

开放题,不用理我了。 :)

1 个答案
已采纳答案

星星_品职助教 · 2021年09月24日

同学你好,收到评论。

PS,如果是非开放题看不到选项,可以直接班级群里联系辅导员。